+34.8%
CNH vs EXR
+463.2%
-428.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +2.9% |
| 7D | -1.7% | +5.2% | -6.9% | -3.3% |
| 30D | -7.2% | +20.9% | -28.1% | -12.7% |
| 3M | +6.5% | +7.7% | -1.2% | +3.9% |
| 6M | +7.9% | +13.2% | -5.3% | +3.5% |
| YTD | +26.6% | +26.5% | +0.1% | +17.6% |
| 1Y | +13.8% | +27.2% | -13.4% | +5.4% |
| 3Y | +9.2% | +71.5% | -62.3% | -8.3% |
| 5Y | -15.6% | +0.4% | -16.0% | -19.0% |
| 10Y | +119.2% | +225.2% | -106.0% | +58.8% |
| All | +34.8% | +463.2% | -428.4% | -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 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