+416.4%
CSX vs EXR
+217.4%
+199.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.3% | -1.1% | +0.8% | +0.1% |
| 30D | +8.7% | +18.8% | -10.1% | +2.2% |
| 3M | +4.2% | +9.9% | -5.7% | +0.7% |
| 6M | +16.7% | +12.6% | +4.1% | +11.5% |
| YTD | +44.5% | +26.5% | +18.0% | +32.3% |
| 1Y | +50.3% | +24.5% | +25.8% | +38.3% |
| 3Y | +76.3% | +52.4% | +23.9% | +46.1% |
| 5Y | +58.1% | -1.5% | +59.7% | +52.0% |
| 10Y | +416.4% | +216.0% | +200.4% | +245.5% |
| All | +416.4% | +217.4% | +199.0% | +245.5% |
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