+689.7%
FLEX vs CHWY
-72.6%
+762.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.4% |
| 7D | +0.1% | -12.0% | +12.1% | +1.9% |
| 30D | -11.8% | -6.2% | -5.6% | -11.3% |
| 3M | -22.6% | +5.5% | -28.1% | -24.0% |
| 6M | +77.3% | -17.8% | +95.1% | +80.5% |
| YTD | +78.8% | -36.2% | +115.0% | +89.0% |
| 1Y | +86.1% | -40.0% | +126.0% | +98.2% |
| 3Y | +446.2% | -8.3% | +454.5% | +423.9% |
| 5Y | +689.7% | -71.9% | +761.6% | +700.4% |
| All | +689.7% | -72.6% | +762.3% | +700.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling