+140.3%
CNI vs EXR
+216.3%
-76.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | +6.1% | +18.2% | -12.1% | +1.2% |
| 3M | +0.1% | +7.3% | -7.2% | -1.9% |
| 6M | +14.9% | +13.8% | +1.1% | +10.6% |
| YTD | +30.9% | +25.9% | +4.9% | +22.5% |
| 1Y | +33.9% | +25.8% | +8.1% | +25.3% |
| 3Y | +20.2% | +53.7% | -33.5% | +4.3% |
| 5Y | +8.2% | -1.8% | +9.9% | +4.7% |
| All | +140.3% | +216.3% | -76.0% | +82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling