+813.9%
CTAS vs EXR
+215.3%
+598.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -0.7% | +2.7% | -3.4% | -1.7% |
| 30D | +10.3% | +18.9% | -8.7% | +3.2% |
| 3M | +10.2% | +8.4% | +1.8% | +6.7% |
| 6M | +34.4% | +14.3% | +20.1% | +27.6% |
| YTD | +19.6% | +27.2% | -7.7% | +8.7% |
| 1Y | +21.8% | +25.9% | -4.1% | +11.1% |
| 3Y | +74.1% | +54.6% | +19.5% | +42.6% |
| 5Y | +114.0% | -0.6% | +114.6% | +105.8% |
| 10Y | +813.9% | +208.5% | +605.4% | +504.6% |
| All | +813.9% | +215.3% | +598.7% | +504.6% |
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