+68.5%
STRL vs CHWY
-42.5%
+111.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.0% | +5.6% |
| 7D | +3.4% | +1.7% | +1.7% | +3.7% |
| 30D | -9.2% | -1.5% | -7.7% | -9.1% |
| 3M | -51.0% | +13.6% | -64.7% | -49.9% |
| 6M | +15.8% | -7.3% | +23.0% | +18.7% |
| YTD | +58.9% | -28.4% | +87.3% | +58.4% |
| 1Y | +68.5% | -42.5% | +111.0% | +66.8% |
| All | +68.5% | -42.5% | +111.0% | +66.8% |
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