+404.9%
CAH vs EXR
+217.7%
+187.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +5.9% | -1.1% | +7.1% | +6.2% |
| 30D | +16.5% | +18.8% | -2.2% | +12.8% |
| 3M | +15.7% | +9.9% | +5.8% | +13.6% |
| 6M | +52.7% | +12.6% | +40.1% | +49.1% |
| YTD | +36.3% | +26.5% | +9.8% | +29.8% |
| 1Y | +36.7% | +24.5% | +12.3% | +30.6% |
| 3Y | +178.2% | +52.4% | +125.7% | +148.6% |
| 5Y | +515.8% | -1.5% | +517.3% | +502.3% |
| All | +404.9% | +217.7% | +187.2% | +281.9% |
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