-9.9%
CHRW vs EXR
+26.8%
-36.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -0.1% | -1.1% | +1.1% | +0.4% |
| 30D | -4.3% | +18.8% | -23.1% | -10.8% |
| 3M | -7.4% | +9.9% | -17.3% | -11.2% |
| 6M | -20.7% | +12.6% | -33.3% | -24.3% |
| YTD | -15.9% | +26.5% | -42.4% | -22.7% |
| 1Y | -9.9% | +24.5% | -34.4% | -16.3% |
| All | -9.9% | +26.8% | -36.7% | -16.3% |
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 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