-41.6%
CHWY vs EXR
+66.2%
-107.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.4% |
| 7D | -13.6% | -1.2% | -12.5% | -13.1% |
| 30D | -8.5% | -6.2% | -2.3% | -5.8% |
| 3M | +8.9% | -7.4% | +16.3% | +12.7% |
| 6M | -20.5% | -0.5% | -19.9% | -20.3% |
| YTD | -38.2% | +8.1% | -46.2% | -40.5% |
| 1Y | -43.3% | -2.9% | -40.4% | -43.0% |
| 3Y | -8.5% | +22.9% | -31.5% | -20.9% |
| 5Y | -72.7% | -10.2% | -62.6% | -72.3% |
| All | -41.6% | +66.2% | -107.8% | -49.2% |
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