+100.6%
FLEX vs CHWY
-43.1%
+143.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.0% | +10.2% | +7.2% |
| 7D | +5.7% | -13.6% | +19.3% | +5.9% |
| 30D | -7.0% | -8.5% | +1.5% | -7.1% |
| 3M | -23.8% | +8.9% | -32.7% | -25.2% |
| 6M | +82.6% | -20.5% | +103.1% | +88.0% |
| YTD | +91.6% | -38.2% | +129.8% | +105.3% |
| 1Y | +100.6% | -43.3% | +143.8% | +118.4% |
| All | +100.6% | -43.1% | +143.6% | +118.4% |
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