+306.4%
CSCO vs EXR
+221.5%
+84.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -10.2% | +5.2% | -15.4% | -11.4% |
| 30D | -20.1% | +20.9% | -40.9% | -24.0% |
| 3M | -22.1% | +7.7% | -29.8% | -23.7% |
| 6M | +3.2% | +13.2% | -10.0% | -0.7% |
| YTD | +24.1% | +26.5% | -2.4% | +15.3% |
| 1Y | +34.6% | +27.2% | +7.4% | +24.6% |
| 3Y | +90.0% | +71.5% | +18.5% | +56.0% |
| 5Y | +88.6% | +0.4% | +88.2% | +80.9% |
| All | +306.4% | +221.5% | +84.9% | +176.3% |
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