-49.5%
FLUT vs CHWY
-72.6%
+23.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.3% |
| 7D | +0.4% | -13.6% | +14.1% | +2.5% |
| 30D | +2.5% | -8.5% | +11.1% | +3.8% |
| 3M | -9.2% | +8.9% | -18.1% | -10.5% |
| 6M | -8.2% | -20.5% | +12.2% | -5.8% |
| YTD | -53.2% | -38.2% | -15.1% | -50.4% |
| 1Y | -65.6% | -43.3% | -22.3% | -63.2% |
| 3Y | -43.6% | -8.5% | -35.0% | -45.4% |
| All | -49.5% | -72.6% | +23.2% | -47.2% |
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