-72.2%
CHWY vs EXR
-10.8%
-61.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.5% |
| 7D | -13.6% | -1.2% | -12.5% | -13.0% |
| 30D | -8.5% | -6.2% | -2.3% | -5.3% |
| 3M | +8.9% | -7.4% | +16.3% | +13.4% |
| 6M | -20.5% | -0.5% | -19.9% | -20.4% |
| YTD | -38.2% | +8.1% | -46.2% | -41.0% |
| 1Y | -43.3% | -2.9% | -40.4% | -43.0% |
| 3Y | -8.5% | +22.9% | -31.5% | -25.7% |
| All | -72.2% | -10.8% | -61.4% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling