+13.1%
CNH vs EXR
-11.8%
+24.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.3% | +4.5% |
| 7D | +23.3% | -2.6% | +25.8% | +24.4% |
| 30D | +33.5% | -7.2% | +40.6% | +37.2% |
| 3M | +32.7% | -3.5% | +36.2% | +34.3% |
| 6M | +22.2% | -5.3% | +27.5% | +24.5% |
| YTD | +57.7% | +9.4% | +48.3% | +52.8% |
| 1Y | +28.0% | +1.3% | +26.7% | +27.1% |
| 3Y | +11.5% | +22.4% | -10.9% | +2.0% |
| All | +13.1% | -11.8% | +24.9% | +16.0% |
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