-26.0%
FSLR vs CHWY
-28.3%
+2.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.1% | -1.5% | +4.4% |
| 7D | +10.3% | +13.4% | -3.0% | +9.9% |
| 30D | +10.4% | +28.4% | -18.0% | +9.5% |
| 3M | -20.2% | -2.9% | -17.3% | -20.5% |
| 6M | -8.0% | -4.7% | -3.3% | -8.7% |
| YTD | -25.5% | -29.2% | +3.7% | -24.4% |
| 1Y | -26.0% | -30.7% | +4.8% | -24.7% |
| All | -26.0% | -28.3% | +2.4% | -24.7% |
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