+702.9%
CSCO vs EXR
+3,094.9%
-2,392.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -10.2% | +5.2% | -15.4% | -11.8% |
| 30D | -20.1% | +20.9% | -40.9% | -25.2% |
| 3M | -22.4% | +7.7% | -30.1% | -24.5% |
| 6M | +2.8% | +13.2% | -10.4% | -2.1% |
| YTD | +23.6% | +26.5% | -2.9% | +12.7% |
| 1Y | +34.0% | +27.2% | +6.8% | +21.7% |
| 3Y | +89.3% | +71.5% | +17.7% | +50.0% |
| 5Y | +87.9% | +0.4% | +87.5% | +76.4% |
| 10Y | +314.9% | +225.2% | +89.7% | +142.6% |
| All | +702.9% | +3,094.9% | -2,392.0% | +99.9% |
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