-8.5%
CHWY vs FLNC
-62.9%
+54.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.2% |
| 7D | -13.6% | -4.1% | -9.6% | -13.4% |
| 30D | -8.5% | -24.8% | +16.2% | -7.2% |
| 3M | +8.9% | -59.1% | +68.0% | +13.8% |
| 6M | -20.5% | -42.0% | +21.5% | -20.4% |
| YTD | -38.2% | -49.8% | +11.6% | -38.0% |
| 1Y | -43.3% | +43.1% | -86.3% | -51.3% |
| 3Y | -8.5% | -61.0% | +52.4% | -9.3% |
| All | -8.5% | -62.9% | +54.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 3y: compounded portfolio wealth divided by compounded FLNC 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…
3y analysis · Full analysis span regression · 6 months rolling