+1,034.6%
CDNS vs EXR
+151.1%
+883.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.9% | -2.9% |
| 7D | -9.2% | -0.7% | -8.6% | -9.0% |
| 30D | -16.3% | -6.9% | -9.3% | -14.4% |
| 3M | -27.9% | -3.0% | -25.0% | -27.4% |
| 6M | -4.3% | -2.9% | -1.4% | -3.9% |
| YTD | -9.1% | +9.3% | -18.4% | -12.4% |
| 1Y | -21.2% | -0.9% | -20.3% | -21.9% |
| 3Y | +19.4% | +24.7% | -5.3% | +6.2% |
| 5Y | +71.6% | -11.7% | +83.3% | +71.9% |
| All | +1,034.6% | +151.1% | +883.5% | +762.4% |
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