+2,849.9%
CTAS vs EXR
+3,094.9%
-245.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +1.2% | +5.2% | -4.0% | -0.6% |
| 30D | +12.8% | +20.9% | -8.1% | +5.4% |
| 3M | +10.3% | +7.7% | +2.6% | +7.3% |
| 6M | +32.0% | +13.2% | +18.8% | +26.2% |
| YTD | +19.1% | +26.5% | -7.3% | +9.2% |
| 1Y | +21.5% | +27.2% | -5.7% | +11.1% |
| 3Y | +76.0% | +71.5% | +4.5% | +41.4% |
| 5Y | +110.9% | +0.4% | +110.5% | +101.7% |
| 10Y | +849.8% | +225.2% | +624.6% | +486.6% |
| All | +2,849.9% | +3,094.9% | -245.0% | +652.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling