+97.5%
CSCO vs EXR
+53.5%
+44.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.3% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | -15.8% | +18.2% | -34.1% | -17.5% |
| 3M | -15.4% | +7.3% | -22.7% | -16.1% |
| 6M | -5.4% | +13.8% | -19.2% | -7.1% |
| YTD | +26.5% | +25.9% | +0.5% | +21.7% |
| 1Y | +25.9% | +25.8% | +0.1% | +21.1% |
| 3Y | +97.5% | +53.7% | +43.8% | +77.2% |
| All | +97.5% | +53.5% | +44.0% | +77.2% |
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