+375.0%
COR vs CHWY
-43.2%
+418.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.3% |
| 7D | -2.8% | -13.6% | +10.8% | -2.3% |
| 30D | +2.6% | -8.5% | +11.1% | +2.9% |
| 3M | +14.5% | +8.9% | +5.6% | +13.9% |
| 6M | -7.8% | -20.5% | +12.7% | -7.2% |
| YTD | -4.2% | -38.2% | +33.9% | -2.6% |
| 1Y | +7.0% | -43.3% | +50.3% | +9.2% |
| 3Y | +85.5% | -8.5% | +94.1% | +83.1% |
| 5Y | +181.2% | -72.7% | +253.9% | +191.5% |
| All | +375.0% | -43.2% | +418.2% | +278.9% |
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