+748.4%
CNP vs EXR
+3,094.9%
-2,346.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -4.2% | +5.2% | -9.4% | -5.7% |
| 30D | +5.5% | +20.9% | -15.3% | -0.4% |
| 3M | +0.6% | +7.7% | -7.1% | -1.8% |
| 6M | -2.8% | +13.2% | -16.0% | -6.6% |
| YTD | +7.9% | +26.5% | -18.6% | 0.0% |
| 1Y | +6.7% | +27.2% | -20.5% | -1.4% |
| 3Y | +61.1% | +71.5% | -10.4% | +33.1% |
| 5Y | +73.0% | +0.4% | +72.6% | +65.5% |
| 10Y | +141.9% | +225.2% | -83.3% | +62.9% |
| All | +748.4% | +3,094.9% | -2,346.5% | +213.3% |
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