+67.8%
CSX vs EXR
-11.8%
+79.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -3.4% | -2.6% | -0.8% | -2.6% |
| 30D | -3.1% | -7.2% | +4.1% | -0.8% |
| 3M | +7.2% | -3.5% | +10.7% | +8.3% |
| 6M | +16.2% | -5.3% | +21.5% | +17.9% |
| YTD | +37.5% | +9.4% | +28.2% | +33.2% |
| 1Y | +53.2% | +1.3% | +51.9% | +51.8% |
| 3Y | +68.2% | +22.4% | +45.8% | +52.4% |
| All | +67.8% | -11.8% | +79.6% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling