-25.4%
CPRT vs EXR
+22.7%
-48.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +2.2% | -2.6% | +4.8% | +2.9% |
| 30D | +16.6% | -7.2% | +23.8% | +18.8% |
| 3M | +9.6% | -3.5% | +13.1% | +10.7% |
| 6M | -11.1% | -5.3% | -5.8% | -10.0% |
| YTD | -13.9% | +9.4% | -23.2% | -15.5% |
| 1Y | -32.5% | +1.3% | -33.8% | -32.8% |
| All | -25.4% | +22.7% | -48.1% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling