-10.3%
COR vs CHWY
-18.4%
+8.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.8% | +10.4% | 0.0% |
| 7D | -3.9% | -14.1% | +10.3% | -3.4% |
| 30D | -0.3% | -8.1% | +7.8% | 0.0% |
| 3M | +15.9% | +1.7% | +14.2% | +15.5% |
| 6M | -10.3% | -20.7% | +10.4% | -10.3% |
| All | -10.3% | -18.4% | +8.1% | -10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling