+580.6%
CVNA vs CHWY
-11.7%
+592.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.3% |
| 7D | -7.3% | -13.6% | +6.3% | -1.5% |
| 30D | -4.6% | -8.5% | +4.0% | -1.3% |
| 3M | +2.0% | +8.9% | -6.9% | -2.7% |
| 6M | +11.7% | -20.5% | +32.2% | +21.6% |
| YTD | -18.1% | -38.2% | +20.1% | -1.2% |
| 1Y | -2.4% | -43.3% | +40.9% | +21.0% |
| 3Y | +580.6% | -8.5% | +589.1% | +501.2% |
| All | +580.6% | -11.7% | +592.3% | +501.2% |
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