+72.2%
CBRE vs EXR
+22.7%
+49.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -2.0% | -2.6% | +0.6% | -0.6% |
| 30D | -2.2% | -7.2% | +5.0% | +1.8% |
| 3M | +12.9% | -3.5% | +16.4% | +15.1% |
| 6M | +4.3% | -5.3% | +9.6% | +7.1% |
| YTD | -8.0% | +9.4% | -17.4% | -13.1% |
| 1Y | -8.6% | +1.3% | -9.9% | -10.0% |
| All | +72.2% | +22.7% | +49.4% | +60.0% |
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