+2,215.0%
CBRE vs EXR
+2,662.2%
-447.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.5% |
| 7D | -2.0% | -2.6% | +0.6% | +0.4% |
| 30D | -2.2% | -7.2% | +5.0% | +4.6% |
| 3M | +12.9% | -3.5% | +16.4% | +16.4% |
| 6M | +4.3% | -5.3% | +9.6% | +8.8% |
| YTD | -8.0% | +9.4% | -17.4% | -16.6% |
| 1Y | -8.6% | +1.3% | -9.9% | -11.7% |
| 3Y | +71.9% | +22.4% | +49.5% | +32.0% |
| 5Y | +50.0% | -12.2% | +62.2% | +44.0% |
| 10Y | +390.1% | +148.6% | +241.5% | +45.0% |
| All | +2,215.0% | +2,662.2% | -447.3% | -32.7% |
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