+415.3%
CPRT vs EXR
+147.0%
+268.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.3% | -3.3% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +9.9% | -6.9% | +16.9% | +12.5% |
| 3M | +5.6% | -3.0% | +8.6% | +6.8% |
| 6M | -13.6% | -2.9% | -10.7% | -12.8% |
| YTD | -16.7% | +9.3% | -26.0% | -19.3% |
| 1Y | -33.1% | -0.9% | -32.2% | -33.3% |
| 3Y | -27.1% | +24.7% | -51.8% | -34.5% |
| 5Y | -9.9% | -11.7% | +1.8% | -9.6% |
| 10Y | +415.3% | +148.4% | +266.9% | +292.3% |
| All | +415.3% | +147.0% | +268.3% | +292.3% |
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 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