+38.7%
CTSH vs EXR
+205.9%
-167.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +1.8% | +1.7% | +0.1% | +1.2% |
| 30D | +9.8% | +18.0% | -8.2% | +3.2% |
| 3M | +12.1% | +9.7% | +2.5% | +8.3% |
| 6M | +27.4% | +13.4% | +14.0% | +21.5% |
| YTD | -20.3% | +26.3% | -46.6% | -27.3% |
| 1Y | -8.8% | +27.6% | -36.4% | -17.2% |
| 3Y | +4.0% | +52.2% | -48.1% | -14.2% |
| 5Y | -12.2% | -1.1% | -11.1% | -15.7% |
| 10Y | +38.7% | +216.8% | -178.1% | -9.4% |
| All | +38.7% | +205.9% | -167.1% | -9.4% |
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