+45.3%
MO vs CHWY
-28.3%
+73.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.7% | +1.1% |
| 7D | +6.9% | +13.4% | -6.5% | +6.1% |
| 30D | +14.9% | +28.4% | -13.5% | +13.6% |
| 3M | +16.4% | -2.9% | +19.3% | +15.8% |
| 6M | +9.6% | -4.7% | +14.3% | +8.6% |
| YTD | +41.8% | -29.2% | +71.0% | +42.4% |
| 1Y | +45.3% | -30.7% | +76.1% | +46.1% |
| All | +45.3% | -28.3% | +73.7% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CHWY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling