+43.1%
MOD vs CHWY
-42.5%
+85.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.2% |
| 7D | +9.6% | +1.7% | +7.9% | +9.8% |
| 30D | 0.0% | -1.5% | +1.6% | +0.2% |
| 3M | -35.4% | +13.6% | -49.0% | -34.4% |
| 6M | -7.3% | -7.3% | 0.0% | -6.2% |
| YTD | +45.8% | -28.4% | +74.2% | +41.1% |
| 1Y | +43.1% | -42.5% | +85.7% | +30.4% |
| All | +43.1% | -42.5% | +85.6% | +30.4% |
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