+662.9%
CTAS vs EXR
+147.0%
+515.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | 0.0% | -0.7% | +0.6% | +0.2% |
| 30D | -1.0% | -6.9% | +5.9% | +1.7% |
| 3M | +15.8% | -3.0% | +18.7% | +17.2% |
| 6M | -1.0% | -2.9% | +1.9% | 0.0% |
| YTD | +7.4% | +9.3% | -1.9% | +3.6% |
| 1Y | -0.1% | -0.9% | +0.8% | -0.3% |
| 3Y | +66.3% | +24.7% | +41.6% | +47.9% |
| 5Y | +111.0% | -11.7% | +122.7% | +111.9% |
| 10Y | +662.9% | +148.4% | +514.5% | +437.2% |
| All | +662.9% | +147.0% | +515.9% | +437.2% |
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 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