+1,407.5%
CNC vs EXR
+3,075.0%
-1,667.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -5.3% | -1.2% | -4.1% | -4.9% |
| 30D | +2.0% | +18.3% | -16.2% | -3.0% |
| 3M | +4.8% | +9.1% | -4.3% | +2.0% |
| 6M | +18.5% | +11.7% | +6.7% | +14.2% |
| YTD | +70.8% | +25.7% | +45.1% | +58.4% |
| 1Y | +94.1% | +24.9% | +69.2% | +80.5% |
| 3Y | -2.2% | +51.4% | -53.7% | -16.3% |
| 5Y | -7.4% | -1.9% | -5.4% | -11.1% |
| 10Y | +177.3% | +214.0% | -36.6% | +75.4% |
| All | +1,407.5% | +3,075.0% | -1,667.5% | +314.2% |
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