+5,467.8%
CASY vs EXR
+2,662.2%
+2,805.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +0.1% | -2.6% | +2.6% | +0.9% |
| 30D | -11.3% | -7.2% | -4.2% | -9.3% |
| 3M | -0.6% | -3.5% | +2.9% | +0.3% |
| 6M | +10.7% | -5.3% | +16.0% | +12.3% |
| YTD | +37.1% | +9.4% | +27.8% | +32.8% |
| 1Y | +52.3% | +1.3% | +51.0% | +50.8% |
| 3Y | +215.2% | +22.4% | +192.8% | +187.2% |
| 5Y | +276.5% | -12.2% | +288.7% | +272.1% |
| 10Y | +508.4% | +148.6% | +359.8% | +311.0% |
| All | +5,467.8% | +2,662.2% | +2,805.6% | +1,485.1% |
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