+863.2%
CDW vs EXR
+432.5%
+430.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +3.2% | -2.6% | +5.7% | +4.1% |
| 30D | +9.3% | -7.2% | +16.5% | +12.0% |
| 3M | +9.8% | -3.5% | +13.3% | +11.0% |
| 6M | +23.3% | -5.3% | +28.6% | +24.8% |
| YTD | +13.7% | +9.4% | +4.3% | +9.2% |
| 1Y | -6.5% | +1.3% | -7.8% | -7.9% |
| 3Y | -25.2% | +22.4% | -47.7% | -32.6% |
| 5Y | -19.5% | -12.2% | -7.3% | -19.5% |
| 10Y | +285.8% | +148.6% | +137.2% | +176.9% |
| All | +863.2% | +432.5% | +430.7% | +430.7% |
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