+421.5%
CORZ vs CHWY
+0.7%
+420.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.3% | +4.0% |
| 7D | +0.3% | -13.6% | +13.9% | +3.6% |
| 30D | -14.0% | -8.5% | -5.5% | -12.6% |
| 3M | -34.1% | +8.9% | -43.0% | -36.4% |
| 6M | +8.5% | -20.5% | +28.9% | +13.0% |
| YTD | +23.2% | -38.2% | +61.4% | +37.4% |
| 1Y | +15.4% | -43.3% | +58.6% | +31.2% |
| All | +421.5% | +0.7% | +420.8% | +385.3% |
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 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