+25.6%
CTAS vs EXR
+28.1%
-2.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.0% |
| 7D | +7.6% | +11.3% | -3.6% | +2.8% |
| 30D | +17.2% | +21.2% | -4.0% | +8.0% |
| 3M | +12.8% | +8.7% | +4.0% | +8.9% |
| 6M | +38.0% | +18.2% | +19.8% | +29.3% |
| YTD | +22.7% | +27.9% | -5.2% | +10.9% |
| 1Y | +25.6% | +28.3% | -2.7% | +13.2% |
| All | +25.6% | +28.1% | -2.4% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling