+3.1%
CTSH vs EXR
+69.9%
-66.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.6% |
| 7D | -0.6% | +5.2% | -5.8% | -2.0% |
| 30D | +13.4% | +20.9% | -7.5% | +7.5% |
| 3M | +14.4% | +7.7% | +6.7% | +11.9% |
| 6M | +27.7% | +13.2% | +14.5% | +23.4% |
| YTD | -20.6% | +26.5% | -47.1% | -25.8% |
| 1Y | -9.1% | +27.2% | -36.3% | -15.2% |
| 3Y | +3.1% | +71.5% | -68.5% | -6.6% |
| All | +3.1% | +69.9% | -66.8% | -6.6% |
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