+2,559.5%
CTAS vs EXR
+2,662.2%
-102.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.8% | -2.6% | +0.7% | -0.9% |
| 30D | -0.2% | -7.2% | +7.0% | +2.4% |
| 3M | +11.7% | -3.5% | +15.2% | +13.2% |
| 6M | +0.7% | -5.3% | +6.0% | +2.6% |
| YTD | +7.4% | +9.4% | -1.9% | +3.8% |
| 1Y | -2.1% | +1.3% | -3.4% | -3.0% |
| 3Y | +62.9% | +22.4% | +40.5% | +47.6% |
| 5Y | +111.9% | -12.2% | +124.1% | +112.5% |
| 10Y | +652.2% | +148.6% | +503.6% | +409.6% |
| All | +2,559.5% | +2,662.2% | -102.7% | +615.1% |
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