-8.5%
CHWY vs EXR
+23.2%
-31.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | -13.6% | -1.2% | -12.5% | -13.2% |
| 30D | -8.5% | -6.2% | -2.3% | -6.7% |
| 3M | +8.9% | -7.4% | +16.3% | +11.6% |
| 6M | -20.5% | -0.5% | -19.9% | -20.3% |
| YTD | -38.2% | +8.1% | -46.2% | -39.6% |
| 1Y | -43.3% | -2.9% | -40.4% | -42.9% |
| 3Y | -8.5% | +22.9% | -31.5% | -18.7% |
| All | -8.5% | +23.2% | -31.7% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling