+53.6%
CSX vs EXR
-1.5%
+55.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.2% |
| 7D | -2.7% | +6.8% | -9.5% | -4.8% |
| 30D | +7.0% | +19.6% | -12.6% | +1.0% |
| 3M | -0.3% | +8.0% | -8.3% | -2.8% |
| 6M | +13.5% | +17.2% | -3.6% | +7.6% |
| YTD | +41.5% | +27.2% | +14.3% | +30.4% |
| 1Y | +45.8% | +26.1% | +19.7% | +34.7% |
| 3Y | +74.4% | +70.7% | +3.7% | +40.0% |
| 5Y | +53.6% | +1.0% | +52.6% | +44.8% |
| All | +53.6% | -1.5% | +55.1% | +44.8% |
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 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