-45.9%
CHTR vs EXR
+151.8%
-197.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.4% |
| 7D | -4.1% | -1.2% | -2.9% | -3.7% |
| 30D | -3.0% | -6.2% | +3.3% | -0.8% |
| 3M | +4.8% | -7.4% | +12.2% | +7.5% |
| 6M | -35.0% | -0.5% | -34.5% | -34.8% |
| YTD | -30.2% | +8.1% | -38.3% | -31.9% |
| 1Y | -44.8% | -2.9% | -41.9% | -44.4% |
| 3Y | -66.6% | +22.9% | -89.5% | -69.2% |
| 5Y | -81.5% | -10.2% | -71.3% | -81.5% |
| All | -45.9% | +151.8% | -197.7% | -60.0% |
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 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