+8.4%
CHWY vs CART
+12.5%
-4.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.4% |
| 7D | -12.0% | -8.7% | -3.4% | -10.9% |
| 30D | -6.2% | -4.4% | -1.8% | -5.6% |
| 3M | +5.5% | +14.6% | -9.1% | +3.6% |
| 6M | -17.8% | +24.4% | -42.2% | -20.4% |
| YTD | -36.2% | +5.0% | -41.2% | -37.0% |
| 1Y | -40.0% | +0.5% | -40.5% | -40.5% |
| All | +8.4% | +12.5% | -4.1% | -0.7% |
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