+21.1%
CHD vs EXR
-10.8%
+31.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | -6.2% | -6.9% | +0.7% | -5.0% |
| 3M | +1.6% | -3.0% | +4.5% | +2.1% |
| 6M | -3.5% | -2.9% | -0.6% | -3.0% |
| YTD | +16.2% | +9.3% | +6.9% | +14.4% |
| 1Y | +3.4% | -0.9% | +4.3% | +3.3% |
| 3Y | +4.6% | +24.7% | -20.1% | -0.2% |
| 5Y | +21.1% | -11.7% | +32.8% | +24.3% |
| All | +21.1% | -10.8% | +31.9% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling