+179.3%
COR vs CHWY
-72.6%
+252.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.3% |
| 7D | -2.8% | -13.6% | +10.8% | -2.6% |
| 30D | +2.6% | -8.5% | +11.1% | +2.7% |
| 3M | +14.5% | +8.9% | +5.6% | +14.2% |
| 6M | -7.8% | -20.5% | +12.7% | -7.5% |
| YTD | -4.2% | -38.2% | +33.9% | -3.4% |
| 1Y | +7.0% | -43.3% | +50.3% | +8.0% |
| 3Y | +85.5% | -8.5% | +94.1% | +85.1% |
| All | +179.3% | -72.6% | +252.0% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling