+916.7%
CHRW vs EXR
+3,075.0%
-2,158.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +4.7% | -1.2% | +5.9% | +5.2% |
| 30D | -2.6% | +18.3% | -20.9% | -7.9% |
| 3M | -8.0% | +9.1% | -17.1% | -10.7% |
| 6M | -19.0% | +11.7% | -30.8% | -22.0% |
| YTD | -15.5% | +25.7% | -41.2% | -21.9% |
| 1Y | -10.8% | +24.9% | -35.7% | -17.5% |
| 3Y | +79.8% | +51.4% | +28.4% | +50.8% |
| 5Y | +59.3% | -1.9% | +61.2% | +51.7% |
| 10Y | +129.6% | +214.0% | -84.3% | +36.0% |
| All | +916.7% | +3,075.0% | -2,158.3% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling