-4.6%
CARR vs CHWY
-42.5%
+37.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.1% |
| 7D | +1.6% | +1.7% | -0.2% | +1.5% |
| 30D | -8.7% | -1.5% | -7.2% | -8.7% |
| 3M | -12.6% | +13.6% | -26.2% | -13.1% |
| 6M | -1.5% | -7.3% | +5.7% | -2.2% |
| YTD | +14.3% | -28.4% | +42.7% | +14.8% |
| 1Y | -4.6% | -42.5% | +37.9% | -3.3% |
| All | -4.6% | -42.5% | +37.9% | -3.3% |
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