+15.4%
CORZ vs CHWY
-43.1%
+58.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.3% | +3.5% |
| 7D | +0.3% | -13.6% | +13.9% | +1.2% |
| 30D | -14.0% | -8.5% | -5.5% | -13.5% |
| 3M | -34.1% | +8.9% | -43.0% | -35.0% |
| 6M | +8.5% | -20.5% | +28.9% | +13.2% |
| YTD | +23.2% | -38.2% | +61.4% | +31.1% |
| 1Y | +15.4% | -43.3% | +58.6% | +24.3% |
| All | +15.4% | -43.1% | +58.4% | +24.3% |
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 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