+128.6%
CHD vs EXR
+144.7%
-16.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.8% |
| 7D | -4.2% | -3.1% | -1.1% | -3.4% |
| 30D | -7.6% | -7.5% | 0.0% | -5.8% |
| 3M | -1.6% | -7.5% | +5.9% | +0.3% |
| 6M | -6.3% | -5.2% | -1.1% | -5.2% |
| YTD | +14.6% | +6.5% | +8.1% | +12.6% |
| 1Y | +1.6% | -2.0% | +3.6% | +1.8% |
| 3Y | +3.1% | +21.5% | -18.4% | -4.0% |
| 5Y | +21.1% | -11.5% | +32.6% | +20.3% |
| 10Y | +128.6% | +148.0% | -19.4% | +62.6% |
| All | +128.6% | +144.7% | -16.1% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling