+1.5%
CARR vs CHWY
-11.7%
+13.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.5% | +1.7% |
| 7D | -3.8% | -13.6% | +9.8% | -2.6% |
| 30D | -8.9% | -8.5% | -0.4% | -8.3% |
| 3M | -17.3% | +8.9% | -26.2% | -18.4% |
| 6M | -1.4% | -20.5% | +19.1% | -0.1% |
| YTD | +10.0% | -38.2% | +48.1% | +14.3% |
| 1Y | -6.4% | -43.3% | +36.9% | -2.0% |
| 3Y | +1.5% | -8.5% | +10.1% | +1.7% |
| All | +1.5% | -11.7% | +13.3% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling