+164.3%
CHRW vs EXR
+148.5%
+15.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -1.4% | -2.6% | +1.2% | -0.8% |
| 30D | -3.5% | -7.2% | +3.7% | -1.9% |
| 3M | -19.4% | -3.5% | -15.9% | -18.7% |
| 6M | -21.4% | -5.3% | -16.1% | -20.5% |
| YTD | -7.1% | +9.4% | -16.5% | -9.0% |
| 1Y | +17.8% | +1.3% | +16.5% | +17.0% |
| 3Y | +78.8% | +22.4% | +56.4% | +66.1% |
| 5Y | +83.5% | -12.2% | +95.8% | +82.6% |
| All | +164.3% | +148.5% | +15.8% | +118.8% |
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