+134.5%
CVE vs EXR
+221.5%
-87.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -16.1% | +5.2% | -21.3% | -17.0% |
| 30D | -10.4% | +20.9% | -31.3% | -13.8% |
| 3M | -2.4% | +7.7% | -10.1% | -4.0% |
| 6M | -4.4% | +13.2% | -17.6% | -7.1% |
| YTD | +64.9% | +26.5% | +38.5% | +55.9% |
| 1Y | +66.0% | +27.2% | +38.8% | +56.7% |
| 3Y | +57.7% | +71.5% | -13.9% | +36.2% |
| 5Y | +144.7% | +0.4% | +144.4% | +136.4% |
| All | +134.5% | +221.5% | -87.0% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling