-17.6%
CNH vs EXR
-1.8%
-15.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +3.0% | -0.4% | +3.5% | +3.2% |
| 30D | -0.6% | +18.2% | -18.8% | -6.7% |
| 3M | +14.6% | +7.3% | +7.3% | +11.5% |
| 6M | +11.8% | +13.8% | -2.1% | +6.1% |
| YTD | +30.4% | +25.9% | +4.5% | +19.6% |
| 1Y | +19.1% | +25.8% | -6.7% | +9.2% |
| 3Y | +30.2% | +53.7% | -23.5% | +9.5% |
| All | -17.6% | -1.8% | -15.8% | -23.4% |
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 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