+68.0%
CNH vs EXR
+387.0%
-319.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.3% | +4.4% |
| 7D | +23.3% | -2.6% | +25.8% | +24.3% |
| 30D | +33.5% | -7.2% | +40.6% | +36.6% |
| 3M | +32.7% | -3.5% | +36.2% | +34.0% |
| 6M | +22.2% | -5.3% | +27.5% | +24.2% |
| YTD | +57.7% | +9.4% | +48.3% | +53.6% |
| 1Y | +28.0% | +1.3% | +26.7% | +27.3% |
| 3Y | +11.5% | +22.4% | -10.9% | +3.6% |
| 5Y | +11.9% | -12.2% | +24.1% | +12.0% |
| 10Y | +162.8% | +148.6% | +14.2% | +103.2% |
| All | +68.0% | +387.0% | -319.0% | +0.9% |
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