+302.3%
CAH vs EXR
+144.7%
+157.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.3% |
| 7D | -2.2% | -3.1% | +0.8% | -1.7% |
| 30D | +1.2% | -7.5% | +8.7% | +2.6% |
| 3M | +13.1% | -7.5% | +20.6% | +14.7% |
| 6M | +8.5% | -5.2% | +13.7% | +9.3% |
| YTD | +17.6% | +6.5% | +11.1% | +15.9% |
| 1Y | +60.7% | -2.0% | +62.7% | +60.3% |
| 3Y | +183.2% | +21.5% | +161.6% | +165.1% |
| 5Y | +402.2% | -11.5% | +413.7% | +397.8% |
| 10Y | +302.3% | +148.0% | +154.3% | +222.5% |
| All | +302.3% | +144.7% | +157.6% | +222.5% |
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 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