+912.0%
CHRW vs EXR
+3,095.3%
-2,183.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -0.1% | -1.1% | +1.1% | +0.3% |
| 30D | -4.3% | +18.8% | -23.1% | -9.7% |
| 3M | -7.4% | +9.9% | -17.3% | -10.3% |
| 6M | -20.7% | +12.6% | -33.3% | -23.9% |
| YTD | -15.9% | +26.5% | -42.4% | -22.5% |
| 1Y | -9.9% | +24.5% | -34.4% | -16.6% |
| 3Y | +79.0% | +52.4% | +26.5% | +49.8% |
| 5Y | +61.3% | -1.5% | +62.9% | +53.5% |
| 10Y | +128.5% | +216.0% | -87.4% | +35.1% |
| All | +912.0% | +3,095.3% | -2,183.3% | +118.0% |
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