+16.0%
CTVA vs EXR
-0.7%
+16.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -4.5% | -1.2% | -3.4% | -4.3% |
| 30D | +11.3% | -6.2% | +17.5% | +12.5% |
| 3M | +12.3% | -7.4% | +19.7% | +13.6% |
| 6M | +7.2% | -0.5% | +7.7% | +7.4% |
| YTD | +26.0% | +8.1% | +17.9% | +22.4% |
| 1Y | +16.0% | -2.9% | +18.9% | +14.8% |
| All | +16.0% | -0.7% | +16.7% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling