+377.6%
COR vs CHWY
-42.4%
+420.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.8% | +10.4% | 0.0% |
| 7D | -3.9% | -14.1% | +10.3% | -3.3% |
| 30D | -0.3% | -8.1% | +7.8% | 0.0% |
| 3M | +15.9% | +1.7% | +14.2% | +15.6% |
| 6M | -10.3% | -20.7% | +10.4% | -9.6% |
| YTD | -3.7% | -37.2% | +33.5% | -2.1% |
| 1Y | +9.1% | -50.7% | +59.8% | +11.9% |
| 3Y | +86.6% | -9.7% | +96.3% | +84.3% |
| 5Y | +180.9% | -72.9% | +253.8% | +191.6% |
| All | +377.6% | -42.4% | +420.0% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling