+74.4%
CNP vs EXR
-11.8%
+86.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.4% |
| 7D | +1.1% | -2.6% | +3.7% | +1.8% |
| 30D | -1.8% | -7.2% | +5.4% | +0.3% |
| 3M | -4.6% | -3.5% | -1.1% | -3.7% |
| 6M | -8.8% | -5.3% | -3.6% | -7.6% |
| YTD | +5.2% | +9.4% | -4.1% | +2.3% |
| 1Y | +8.3% | +1.3% | +7.0% | +7.4% |
| 3Y | +54.9% | +22.4% | +32.5% | +42.4% |
| All | +74.4% | -11.8% | +86.3% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling