+177.5%
CAH vs EXR
+51.9%
+125.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +9.4% | +1.7% | +7.7% | +9.3% |
| 30D | +16.5% | +18.0% | -1.5% | +15.4% |
| 3M | +17.0% | +9.7% | +7.3% | +16.2% |
| 6M | +51.4% | +13.4% | +37.9% | +50.2% |
| YTD | +36.0% | +26.3% | +9.7% | +34.4% |
| 1Y | +36.0% | +27.6% | +8.5% | +34.4% |
| 3Y | +177.5% | +52.2% | +125.3% | +189.9% |
| All | +177.5% | +51.9% | +125.6% | +189.9% |
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 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