+444.5%
CORZ vs CHWY
+14.6%
+429.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.1% |
| 7D | +16.6% | -1.9% | +18.4% | +17.0% |
| 30D | -10.9% | -1.1% | -9.7% | -10.8% |
| 3M | -31.0% | +15.5% | -46.5% | -34.1% |
| 6M | +26.0% | -8.5% | +34.5% | +27.2% |
| YTD | +28.6% | -29.6% | +58.2% | +39.5% |
| 1Y | +34.5% | -44.1% | +78.5% | +53.5% |
| All | +444.5% | +14.6% | +429.8% | +392.5% |
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