+1,429.0%
CNC vs EXR
+3,081.1%
-1,652.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +1.6% | +18.2% | -16.6% | -3.5% |
| 3M | +7.9% | +7.3% | +0.6% | +5.6% |
| 6M | +21.2% | +13.8% | +7.4% | +16.2% |
| YTD | +73.2% | +25.9% | +47.3% | +60.6% |
| 1Y | +97.5% | +25.8% | +71.7% | +83.2% |
| 3Y | -1.2% | +53.7% | -54.9% | -15.8% |
| 5Y | -6.1% | -1.8% | -4.3% | -9.9% |
| 10Y | +181.3% | +214.5% | -33.3% | +77.8% |
| All | +1,429.0% | +3,081.1% | -1,652.1% | +319.9% |
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