+1,076.0%
CTSH vs EXR
+3,094.9%
-2,018.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.5% |
| 7D | -0.6% | +5.2% | -5.8% | -2.8% |
| 30D | +13.4% | +20.9% | -7.5% | +4.3% |
| 3M | +14.4% | +7.7% | +6.7% | +10.7% |
| 6M | +27.7% | +13.2% | +14.5% | +20.9% |
| YTD | -20.6% | +26.5% | -47.1% | -29.0% |
| 1Y | -9.1% | +27.2% | -36.3% | -18.9% |
| 3Y | +3.1% | +71.5% | -68.5% | -22.2% |
| 5Y | -11.8% | +0.4% | -12.1% | -17.4% |
| 10Y | +42.7% | +225.2% | -182.5% | -25.8% |
| All | +1,076.0% | +3,094.9% | -2,018.9% | +98.2% |
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