+293.0%
CDW vs EXR
+221.5%
+71.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +2.1% | +5.2% | -3.1% | +0.4% |
| 30D | +14.7% | +20.9% | -6.1% | +7.6% |
| 3M | +11.1% | +7.7% | +3.4% | +8.3% |
| 6M | +45.6% | +13.2% | +32.4% | +39.2% |
| YTD | +17.1% | +26.5% | -9.4% | +7.0% |
| 1Y | +13.2% | +27.2% | -14.0% | +3.1% |
| 3Y | -22.2% | +71.5% | -93.7% | -38.2% |
| 5Y | -10.1% | +0.4% | -10.5% | -14.0% |
| All | +293.0% | +221.5% | +71.5% | +185.5% |
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