-22.2%
CDW vs EXR
+69.9%
-92.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +2.1% | +5.2% | -3.1% | +0.9% |
| 30D | +14.7% | +20.9% | -6.1% | +9.6% |
| 3M | +11.1% | +7.7% | +3.4% | +9.0% |
| 6M | +45.6% | +13.2% | +32.4% | +41.0% |
| YTD | +17.1% | +26.5% | -9.4% | +9.5% |
| 1Y | +13.2% | +27.2% | -14.0% | +5.6% |
| 3Y | -22.2% | +71.5% | -93.7% | -31.7% |
| All | -22.2% | +69.9% | -92.1% | -31.7% |
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 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