+834.3%
CSCO vs EXR
+2,662.2%
-1,828.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.0% |
| 7D | -0.7% | -2.6% | +1.9% | +0.2% |
| 30D | -10.1% | -7.2% | -2.9% | -7.9% |
| 3M | -15.7% | -3.5% | -12.2% | -15.0% |
| 6M | +36.3% | -5.3% | +41.6% | +37.9% |
| YTD | +43.8% | +9.4% | +34.5% | +38.0% |
| 1Y | +63.9% | +1.3% | +62.6% | +60.8% |
| 3Y | +104.4% | +22.4% | +81.9% | +82.4% |
| 5Y | +111.4% | -12.2% | +123.6% | +107.6% |
| 10Y | +361.7% | +148.6% | +213.1% | +196.6% |
| All | +834.3% | +2,662.2% | -1,828.0% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling