-11.1%
CHRW vs EXR
+28.1%
-39.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.8% | -1.0% |
| 7D | +4.9% | +11.3% | -6.4% | +0.5% |
| 30D | -4.8% | +21.2% | -26.0% | -11.9% |
| 3M | -13.1% | +8.7% | -21.9% | -16.3% |
| 6M | -16.3% | +18.2% | -34.6% | -21.4% |
| YTD | -15.8% | +27.9% | -43.8% | -22.5% |
| 1Y | -11.1% | +28.3% | -39.5% | -19.1% |
| All | -11.1% | +28.1% | -39.2% | -19.1% |
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