+409.0%
CSX vs EXR
+205.9%
+203.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.5% |
| 7D | +0.7% | +1.7% | -1.0% | +0.1% |
| 30D | +8.1% | +18.0% | -10.0% | +1.9% |
| 3M | +2.2% | +9.7% | -7.5% | -1.2% |
| 6M | +14.6% | +13.4% | +1.2% | +9.2% |
| YTD | +42.2% | +26.3% | +15.9% | +30.2% |
| 1Y | +47.3% | +27.6% | +19.8% | +34.4% |
| 3Y | +73.5% | +52.2% | +21.4% | +43.9% |
| 5Y | +54.1% | -1.1% | +55.2% | +47.8% |
| 10Y | +409.0% | +216.8% | +192.2% | +240.8% |
| All | +409.0% | +205.9% | +203.1% | +240.8% |
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