+1,554.1%
FLEX vs CHWY
-42.4%
+1,596.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -10.8% | +9.4% | +0.1% |
| 7D | +6.4% | -14.1% | +20.5% | +8.5% |
| 30D | -5.9% | -8.1% | +2.3% | -5.1% |
| 3M | -23.5% | +1.7% | -25.2% | -24.3% |
| 6M | +83.7% | -20.7% | +104.4% | +87.7% |
| YTD | +86.5% | -37.2% | +123.7% | +96.7% |
| 1Y | +100.5% | -50.7% | +151.2% | +118.1% |
| 3Y | +469.8% | -9.7% | +479.6% | +449.6% |
| 5Y | +725.7% | -72.9% | +798.6% | +780.0% |
| All | +1,554.1% | -42.4% | +1,596.4% | +1,377.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling