+1.6%
CHD vs EXR
-2.8%
+4.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.5% |
| 7D | -4.2% | -3.1% | -1.1% | -3.1% |
| 30D | -7.6% | -7.5% | 0.0% | -5.1% |
| 3M | -1.6% | -7.5% | +5.9% | +1.1% |
| 6M | -6.3% | -5.2% | -1.1% | -4.5% |
| YTD | +14.6% | +6.5% | +8.1% | +11.6% |
| 1Y | +1.6% | -2.0% | +3.6% | +2.1% |
| All | +1.6% | -2.8% | +4.4% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling