+427.3%
CSX vs EXR
+221.5%
+205.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | -5.5% | +5.2% | -10.7% | -7.2% |
| 30D | +4.9% | +20.9% | -15.9% | -1.9% |
| 3M | -2.9% | +7.7% | -10.6% | -5.5% |
| 6M | +8.3% | +13.2% | -4.8% | +3.4% |
| YTD | +36.7% | +26.5% | +10.3% | +25.2% |
| 1Y | +41.5% | +27.2% | +14.3% | +29.2% |
| 3Y | +68.6% | +71.5% | -2.9% | +33.2% |
| 5Y | +48.4% | +0.4% | +48.1% | +41.6% |
| All | +427.3% | +221.5% | +205.8% | +253.7% |
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