+191.7%
CHD vs EXR
+217.4%
-25.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.3% |
| 30D | +12.2% | +18.8% | -6.6% | +7.6% |
| 3M | +9.3% | +9.9% | -0.6% | +6.8% |
| 6M | +24.3% | +12.6% | +11.6% | +20.6% |
| YTD | +34.9% | +26.5% | +8.4% | +27.1% |
| 1Y | +32.7% | +24.5% | +8.2% | +25.6% |
| 3Y | +29.4% | +52.4% | -23.0% | +14.3% |
| 5Y | +31.7% | -1.5% | +33.2% | +28.3% |
| 10Y | +191.7% | +216.0% | -24.3% | +102.5% |
| All | +191.7% | +217.4% | -25.7% | +102.5% |
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