+88.6%
CHRW vs EXR
-10.8%
+99.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | +0.9% | -6.9% | +7.9% | +2.6% |
| 3M | -19.9% | -3.0% | -16.9% | -19.3% |
| 6M | -15.8% | -2.9% | -12.9% | -15.3% |
| YTD | -5.6% | +9.3% | -14.9% | -7.4% |
| 1Y | +21.0% | -0.9% | +22.0% | +20.8% |
| 3Y | +86.0% | +24.7% | +61.3% | +69.3% |
| 5Y | +88.6% | -11.7% | +100.3% | +91.5% |
| All | +88.6% | -10.8% | +99.4% | +91.5% |
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 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