+27.6%
CAVA vs EXR
+9.6%
+18.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | -8.0% | -1.2% | -6.9% | -7.6% |
| 30D | -19.6% | -6.2% | -13.3% | -17.6% |
| 3M | -36.7% | -7.4% | -29.3% | -34.9% |
| 6M | -30.6% | -0.5% | -30.0% | -30.4% |
| YTD | -4.8% | +8.1% | -12.9% | -7.7% |
| 1Y | -13.1% | -2.9% | -10.3% | -12.8% |
| 3Y | +48.8% | +22.9% | +25.8% | +45.6% |
| All | +27.6% | +9.6% | +18.0% | +21.1% |
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 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