+144.0%
CNP vs EXR
+217.4%
-73.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -0.1% | -1.1% | +1.0% | +0.4% |
| 30D | +5.0% | +18.8% | -13.7% | -2.1% |
| 3M | +2.7% | +9.9% | -7.3% | -1.4% |
| 6M | -1.9% | +12.6% | -14.5% | -6.8% |
| YTD | +8.8% | +26.5% | -17.7% | -1.8% |
| 1Y | +5.6% | +24.5% | -18.8% | -4.1% |
| 3Y | +63.2% | +52.4% | +10.8% | +30.9% |
| 5Y | +73.8% | -1.5% | +75.3% | +65.2% |
| 10Y | +144.0% | +216.0% | -71.9% | +35.0% |
| All | +144.0% | +217.4% | -73.4% | +35.0% |
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