-10.9%
CTSH vs EXR
-11.8%
+0.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.2% |
| 7D | -2.7% | -2.6% | -0.1% | -1.9% |
| 30D | +12.4% | -7.2% | +19.6% | +15.1% |
| 3M | +17.4% | -3.5% | +20.9% | +18.9% |
| 6M | -3.1% | -5.3% | +2.2% | -1.5% |
| YTD | -23.6% | +9.4% | -32.9% | -26.2% |
| 1Y | -10.8% | +1.3% | -12.1% | -11.9% |
| 3Y | -8.3% | +22.4% | -30.7% | -17.0% |
| All | -10.9% | -11.8% | +0.9% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling