-24.5%
CGNX vs EXR
-10.8%
-13.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.7% |
| 7D | +3.2% | -1.2% | +4.3% | +3.7% |
| 30D | +6.0% | -6.2% | +12.2% | +9.1% |
| 3M | +3.5% | -7.4% | +10.9% | +6.6% |
| 6M | +26.3% | -0.5% | +26.8% | +25.4% |
| YTD | +79.2% | +8.1% | +71.2% | +70.9% |
| 1Y | +43.8% | -2.9% | +46.7% | +44.3% |
| 3Y | +52.0% | +22.9% | +29.0% | +28.5% |
| All | -24.5% | -10.8% | -13.6% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling