+34.7%
FLUT vs CHWY
-42.4%
+77.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -10.8% | +9.5% | -0.3% |
| 7D | -2.6% | -14.1% | +11.6% | -1.2% |
| 30D | +5.4% | -8.1% | +13.5% | +6.2% |
| 3M | -10.8% | +1.7% | -12.5% | -11.0% |
| 6M | -9.2% | -20.7% | +11.4% | -7.6% |
| YTD | -53.8% | -37.2% | -16.6% | -52.1% |
| 1Y | -66.0% | -50.7% | -15.3% | -64.1% |
| 3Y | -44.7% | -9.7% | -34.9% | -45.5% |
| 5Y | -50.6% | -72.9% | +22.3% | -50.7% |
| All | +34.7% | -42.4% | +77.0% | +52.9% |
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