+385.0%
CBRE vs EXR
+147.0%
+238.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | -1.5% | -0.7% | -0.8% | -1.2% |
| 30D | -4.0% | -6.9% | +2.9% | -0.3% |
| 3M | +8.0% | -3.0% | +11.0% | +9.7% |
| 6M | +4.0% | -2.9% | +6.9% | +5.5% |
| YTD | -11.5% | +9.3% | -20.8% | -16.1% |
| 1Y | -13.0% | -0.9% | -12.1% | -13.3% |
| 3Y | +66.9% | +24.7% | +42.2% | +45.7% |
| 5Y | +45.0% | -11.7% | +56.7% | +47.1% |
| 10Y | +385.0% | +148.4% | +236.6% | +207.8% |
| All | +385.0% | +147.0% | +238.0% | +207.8% |
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