+73.3%
CSGP vs EXR
+223.4%
-150.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.4% |
| 7D | +13.9% | +6.8% | +7.1% | +11.2% |
| 30D | +16.0% | +19.6% | -3.6% | +8.7% |
| 3M | +6.1% | +8.0% | -1.9% | +3.2% |
| 6M | -8.2% | +17.2% | -25.3% | -13.2% |
| YTD | -52.3% | +27.2% | -79.6% | -56.5% |
| 1Y | -54.5% | +26.1% | -80.6% | -58.4% |
| 3Y | -58.6% | +70.7% | -129.3% | -66.7% |
| 5Y | -61.5% | +1.0% | -62.5% | -63.2% |
| All | +73.3% | +223.4% | -150.0% | +26.5% |
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 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