+366.8%
CSCO vs EXR
+147.0%
+219.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | -10.1% | -6.9% | -3.2% | -8.5% |
| 3M | -11.7% | -3.0% | -8.8% | -11.3% |
| 6M | +40.1% | -2.9% | +43.0% | +40.4% |
| YTD | +43.8% | +9.3% | +34.5% | +39.1% |
| 1Y | +66.6% | -0.9% | +67.5% | +65.2% |
| 3Y | +108.5% | +24.7% | +83.8% | +88.6% |
| 5Y | +114.0% | -11.7% | +125.6% | +112.0% |
| 10Y | +366.8% | +148.4% | +218.4% | +236.3% |
| All | +366.8% | +147.0% | +219.8% | +236.3% |
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