-33.5%
CHWY vs EXR
+68.0%
-101.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -1.9% | -0.7% | -1.2% | -1.6% |
| 30D | -1.1% | -6.9% | +5.8% | +2.1% |
| 3M | +15.5% | -3.0% | +18.5% | +16.9% |
| 6M | -8.5% | -2.9% | -5.6% | -7.5% |
| YTD | -29.6% | +9.3% | -38.9% | -32.6% |
| 1Y | -44.1% | -0.9% | -43.2% | -44.4% |
| 3Y | +1.2% | +24.7% | -23.5% | -13.1% |
| 5Y | -69.4% | -11.7% | -57.7% | -68.8% |
| All | -33.5% | +68.0% | -101.5% | -42.5% |
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