+52.0%
CGNX vs EXR
+23.2%
+28.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.8% |
| 7D | +3.2% | -1.2% | +4.3% | +3.6% |
| 30D | +6.0% | -6.2% | +12.2% | +8.3% |
| 3M | +3.5% | -7.4% | +10.9% | +5.8% |
| 6M | +26.3% | -0.5% | +26.8% | +25.3% |
| YTD | +79.2% | +8.1% | +71.2% | +72.8% |
| 1Y | +43.8% | -2.9% | +46.7% | +43.8% |
| 3Y | +52.0% | +22.9% | +29.0% | +35.1% |
| All | +52.0% | +23.2% | +28.8% | +35.1% |
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