+414.9%
CSX vs EXR
+216.3%
+198.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +6.0% | -0.4% | +6.4% | +6.1% |
| 30D | +7.8% | +18.2% | -10.4% | +1.6% |
| 3M | +4.1% | +7.3% | -3.2% | +1.4% |
| 6M | +17.9% | +13.8% | +4.1% | +12.3% |
| YTD | +44.9% | +25.9% | +19.0% | +32.8% |
| 1Y | +51.1% | +25.8% | +25.3% | +38.6% |
| 3Y | +78.3% | +53.7% | +24.6% | +47.2% |
| 5Y | +58.1% | -1.8% | +59.9% | +52.0% |
| All | +414.9% | +216.3% | +198.6% | +245.6% |
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