+25.0%
FLEX vs CHWY
-28.3%
+53.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.1% | -18.4% | -11.4% |
| 7D | -17.0% | +13.4% | -30.3% | -15.5% |
| 30D | -33.8% | +28.4% | -62.3% | -32.3% |
| 3M | -39.0% | -2.9% | -36.1% | -37.5% |
| 6M | -15.9% | -4.7% | -11.2% | -11.6% |
| YTD | +27.8% | -29.2% | +57.0% | +43.3% |
| 1Y | +25.0% | -30.7% | +55.7% | +41.7% |
| All | +25.0% | -28.3% | +53.3% | +41.7% |
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