+21.0%
COHR vs CHWY
-32.3%
+53.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | -1.9% | +15.5% | +13.2% |
| 7D | -8.3% | +6.0% | -14.3% | -7.1% |
| 30D | -42.4% | +23.8% | -66.2% | -40.3% |
| 3M | -42.3% | -3.7% | -38.6% | -40.8% |
| 6M | -44.1% | -8.3% | -35.8% | -40.3% |
| YTD | +4.5% | -31.7% | +36.2% | +25.1% |
| 1Y | +21.0% | -31.3% | +52.3% | +48.1% |
| All | +21.0% | -32.3% | +53.3% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling