+16.2%
CHWY vs CART
+39.2%
-23.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -1.7% | +1.2% | -2.9% | -1.9% |
| 30D | +14.7% | +17.8% | -3.1% | +11.8% |
| 3M | +1.1% | +20.7% | -19.6% | -1.8% |
| 6M | -1.3% | +49.7% | -51.0% | -7.0% |
| YTD | -31.6% | +30.0% | -61.6% | -34.7% |
| 1Y | -31.5% | +48.4% | -79.9% | -35.7% |
| 3Y | +13.2% | +132.0% | -118.7% | -4.1% |
| All | +16.2% | +39.2% | -23.0% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling