+1,179.1%
CAH vs EXR
+2,662.2%
-1,483.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.3% |
| 7D | +5.4% | -2.6% | +7.9% | +6.0% |
| 30D | +3.3% | -7.2% | +10.5% | +5.2% |
| 3M | +22.8% | -3.5% | +26.3% | +23.8% |
| 6M | +11.3% | -5.3% | +16.6% | +12.5% |
| YTD | +21.1% | +9.4% | +11.8% | +18.0% |
| 1Y | +67.2% | +1.3% | +65.9% | +65.4% |
| 3Y | +195.6% | +22.4% | +173.2% | +172.5% |
| 5Y | +413.8% | -12.2% | +426.1% | +405.6% |
| 10Y | +309.6% | +148.6% | +161.0% | +195.8% |
| All | +1,179.1% | +2,662.2% | -1,483.1% | +329.6% |
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