+124.0%
CNH vs EXR
+215.3%
-91.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.6% | +10.3% | +10.7% |
| 7D | +8.6% | +2.7% | +5.9% | +7.6% |
| 30D | +12.6% | +18.9% | -6.4% | +6.0% |
| 3M | +17.5% | +8.4% | +9.1% | +14.1% |
| 6M | +18.1% | +14.3% | +3.8% | +12.5% |
| YTD | +40.4% | +27.2% | +13.1% | +29.3% |
| 1Y | +34.0% | +25.9% | +8.1% | +23.8% |
| 3Y | +35.3% | +54.6% | -19.3% | +15.5% |
| 5Y | -5.1% | -0.6% | -4.5% | -9.1% |
| 10Y | +124.0% | +208.5% | -84.5% | +66.5% |
| All | +124.0% | +215.3% | -91.2% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling