+1,032.2%
CTSH vs EXR
+2,662.2%
-1,630.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.1% |
| 7D | -2.7% | -2.6% | -0.1% | -1.6% |
| 30D | +12.4% | -7.2% | +19.6% | +16.1% |
| 3M | +17.4% | -3.5% | +20.9% | +19.3% |
| 6M | -3.1% | -5.3% | +2.2% | -1.1% |
| YTD | -23.6% | +9.4% | -32.9% | -27.1% |
| 1Y | -10.8% | +1.3% | -12.1% | -12.3% |
| 3Y | -8.3% | +22.4% | -30.7% | -19.8% |
| 5Y | -11.3% | -12.2% | +0.9% | -12.2% |
| 10Y | +22.6% | +148.6% | -126.0% | -28.3% |
| All | +1,032.2% | +2,662.2% | -1,630.0% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling