-8.5%
CHWY vs FLR
+54.2%
-62.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.2% |
| 7D | -13.6% | -3.5% | -10.1% | -13.1% |
| 30D | -8.5% | +4.2% | -12.7% | -9.1% |
| 3M | +8.9% | +8.1% | +0.8% | +7.0% |
| 6M | -20.5% | +21.5% | -42.0% | -24.0% |
| YTD | -38.2% | +36.8% | -74.9% | -42.0% |
| 1Y | -43.3% | +31.2% | -74.5% | -46.8% |
| 3Y | -8.5% | +53.9% | -62.4% | -27.3% |
| All | -8.5% | +54.2% | -62.7% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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