+820.2%
CTAS vs EXR
+217.4%
+602.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | -1.1% | +0.4% | -0.3% |
| 30D | +10.7% | +18.8% | -8.0% | +3.7% |
| 3M | +11.0% | +9.9% | +1.1% | +6.9% |
| 6M | +38.7% | +12.6% | +26.1% | +32.5% |
| YTD | +21.8% | +26.5% | -4.7% | +10.9% |
| 1Y | +23.6% | +24.5% | -0.9% | +13.2% |
| 3Y | +74.9% | +52.4% | +22.5% | +44.0% |
| 5Y | +119.5% | -1.5% | +121.0% | +111.8% |
| 10Y | +820.2% | +216.0% | +604.2% | +506.0% |
| All | +820.2% | +217.4% | +602.8% | +506.0% |
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