-14.9%
CNH vs EXR
-0.3%
-14.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +3.0% |
| 7D | -1.7% | +5.2% | -6.9% | -3.6% |
| 30D | -7.2% | +20.9% | -28.1% | -13.8% |
| 3M | +6.5% | +7.7% | -1.2% | +3.4% |
| 6M | +7.9% | +13.2% | -5.3% | +2.6% |
| YTD | +26.6% | +26.5% | +0.1% | +15.8% |
| 1Y | +13.8% | +27.2% | -13.4% | +3.8% |
| 3Y | +9.2% | +71.5% | -62.3% | -11.7% |
| All | -14.9% | -0.3% | -14.5% | -22.7% |
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