+143.3%
CNP vs EXR
+205.9%
-62.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.4% |
| 7D | -3.0% | +1.7% | -4.8% | -3.8% |
| 30D | +6.8% | +18.0% | -11.2% | -0.2% |
| 3M | +3.6% | +9.7% | -6.0% | -0.3% |
| 6M | 0.0% | +13.4% | -13.5% | -5.2% |
| YTD | +9.4% | +26.3% | -16.9% | -1.1% |
| 1Y | +6.8% | +27.6% | -20.7% | -4.0% |
| 3Y | +64.2% | +52.2% | +12.0% | +31.8% |
| 5Y | +76.0% | -1.1% | +77.1% | +67.0% |
| 10Y | +143.3% | +216.8% | -73.5% | +34.7% |
| All | +143.3% | +205.9% | -62.5% | +34.7% |
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 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