+113.3%
CSCO vs EXR
-11.8%
+125.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.8% |
| 7D | -0.7% | -2.6% | +1.9% | -0.1% |
| 30D | -10.1% | -7.2% | -2.9% | -8.7% |
| 3M | -15.7% | -3.5% | -12.2% | -15.3% |
| 6M | +36.3% | -5.3% | +41.6% | +37.3% |
| YTD | +43.8% | +9.4% | +34.5% | +39.7% |
| 1Y | +63.9% | +1.3% | +62.6% | +61.8% |
| 3Y | +104.4% | +22.4% | +81.9% | +87.7% |
| All | +113.3% | -11.8% | +125.1% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling