+123.6%
CHRW vs EXR
+221.5%
-97.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | +0.6% | +5.2% | -4.6% | -0.6% |
| 30D | -7.3% | +20.9% | -28.2% | -11.2% |
| 3M | -14.2% | +7.7% | -21.9% | -15.6% |
| 6M | -25.1% | +13.2% | -38.3% | -27.2% |
| YTD | -21.2% | +26.5% | -47.6% | -25.3% |
| 1Y | -14.2% | +27.2% | -41.4% | -18.8% |
| 3Y | +63.5% | +71.5% | -8.0% | +39.7% |
| 5Y | +49.6% | +0.4% | +49.2% | +44.5% |
| All | +123.6% | +221.5% | -97.9% | +76.5% |
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