+316.4%
CHTR vs EXR
+1,975.6%
-1,659.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | -4.5% | -6.9% | +2.5% | -2.1% |
| 3M | +10.2% | -3.0% | +13.2% | +11.4% |
| 6M | -37.2% | -2.9% | -34.3% | -36.7% |
| YTD | -30.2% | +9.3% | -39.5% | -32.4% |
| 1Y | -44.8% | -0.9% | -43.8% | -44.8% |
| 3Y | -65.5% | +24.7% | -90.2% | -68.6% |
| 5Y | -81.8% | -11.7% | -70.1% | -81.8% |
| 10Y | -45.8% | +148.4% | -194.1% | -62.8% |
| All | +316.4% | +1,975.6% | -1,659.2% | +46.7% |
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