+19.0%
CHWY vs CART
+40.2%
-21.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +18.7% | +23.1% | -4.4% | +15.0% |
| 3M | +3.0% | +19.2% | -16.2% | +0.2% |
| 6M | +2.9% | +45.7% | -42.7% | -2.7% |
| YTD | -30.0% | +30.9% | -60.8% | -33.1% |
| 1Y | -30.5% | +50.2% | -80.6% | -34.8% |
| 3Y | +16.0% | +133.5% | -117.5% | -1.9% |
| All | +19.0% | +40.2% | -21.1% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling