+65.5%
CTAS vs EXR
+24.9%
+40.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.8% | -2.6% | +0.7% | -1.0% |
| 30D | -0.2% | -7.2% | +7.0% | +2.1% |
| 3M | +11.7% | -3.5% | +15.2% | +13.1% |
| 6M | +0.7% | -5.3% | +6.0% | +2.3% |
| YTD | +7.4% | +9.4% | -1.9% | +4.7% |
| 1Y | -2.1% | +1.3% | -3.4% | -2.8% |
| All | +65.5% | +24.9% | +40.6% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling