-39.8%
CHWY vs FLR
+81.9%
-121.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.8% |
| 7D | -12.0% | -6.9% | -5.2% | -11.4% |
| 30D | -6.2% | +1.1% | -7.3% | -6.3% |
| 3M | +5.5% | +14.3% | -8.8% | +3.5% |
| 6M | -17.8% | +19.1% | -36.9% | -19.9% |
| YTD | -36.2% | +35.1% | -71.3% | -38.7% |
| 1Y | -40.0% | +29.5% | -69.4% | -42.2% |
| 3Y | -8.3% | +53.0% | -61.3% | -14.7% |
| 5Y | -71.9% | +238.9% | -310.8% | -75.2% |
| All | -39.8% | +81.9% | -121.6% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling