-41.3%
CORZ vs CHWY
-28.3%
-13.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +6.1% | -16.5% | -10.0% |
| 7D | -14.9% | +13.4% | -28.3% | -14.5% |
| 30D | -23.1% | +28.4% | -51.6% | -23.2% |
| 3M | -44.1% | -2.9% | -41.2% | -42.8% |
| 6M | -39.5% | -4.7% | -34.8% | -36.2% |
| YTD | -12.4% | -29.2% | +16.8% | -1.4% |
| 1Y | -41.3% | -30.7% | -10.6% | -33.7% |
| All | -41.3% | -28.3% | -13.0% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling