+22.5%
CTSH vs EXR
+147.0%
-124.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.8% | -3.8% |
| 7D | -5.5% | -0.7% | -4.8% | -5.2% |
| 30D | +4.5% | -6.9% | +11.5% | +7.3% |
| 3M | +13.7% | -3.0% | +16.7% | +15.1% |
| 6M | -8.4% | -2.9% | -5.5% | -7.6% |
| YTD | -26.5% | +9.3% | -35.8% | -29.3% |
| 1Y | -13.9% | -0.9% | -13.0% | -14.4% |
| 3Y | -11.3% | +24.7% | -36.0% | -21.2% |
| 5Y | -14.8% | -11.7% | -3.2% | -15.0% |
| 10Y | +22.5% | +148.4% | -125.9% | -14.1% |
| All | +22.5% | +147.0% | -124.5% | -14.1% |
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 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