+3.6%
CTSH vs EXR
+54.2%
-50.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.1% | -1.1% | -0.9% | -1.7% |
| 30D | +8.0% | +18.8% | -10.8% | +2.5% |
| 3M | +10.6% | +9.9% | +0.7% | +7.4% |
| 6M | +32.5% | +12.6% | +19.9% | +27.9% |
| YTD | -21.0% | +26.5% | -47.5% | -26.5% |
| 1Y | -9.9% | +24.5% | -34.4% | -15.9% |
| All | +3.6% | +54.2% | -50.7% | -8.0% |
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