+1,338.2%
CNC vs EXR
+2,662.2%
-1,324.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +3.5% | -2.6% | +6.1% | +4.4% |
| 30D | +0.1% | -7.2% | +7.3% | +2.4% |
| 3M | +6.9% | -3.5% | +10.4% | +7.9% |
| 6M | +49.0% | -5.3% | +54.3% | +51.0% |
| YTD | +62.9% | +9.4% | +53.6% | +57.7% |
| 1Y | +134.0% | +1.3% | +132.7% | +131.9% |
| 3Y | +9.4% | +22.4% | -13.0% | -0.4% |
| 5Y | +4.1% | -12.2% | +16.4% | +3.1% |
| 10Y | +95.4% | +148.6% | -53.2% | +32.6% |
| All | +1,338.2% | +2,662.2% | -1,324.0% | +312.4% |
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