+807.5%
COHR vs CHWY
-43.2%
+850.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +4.8% |
| 7D | +8.3% | -13.6% | +22.0% | +11.6% |
| 30D | -14.1% | -8.5% | -5.6% | -13.1% |
| 3M | -16.0% | +8.9% | -24.9% | -18.9% |
| 6M | +21.5% | -20.5% | +41.9% | +24.8% |
| YTD | +65.4% | -38.2% | +103.6% | +80.3% |
| 1Y | +195.0% | -43.3% | +238.3% | +226.5% |
| 3Y | +830.2% | -8.5% | +838.7% | +775.3% |
| 5Y | +397.1% | -72.7% | +469.8% | +471.0% |
| All | +807.5% | -43.2% | +850.7% | +605.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling