+135.8%
CVE vs EXR
+223.4%
-87.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.6% |
| 7D | -14.1% | +6.8% | -20.9% | -15.2% |
| 30D | -11.6% | +19.6% | -31.2% | -14.8% |
| 3M | 0.0% | +8.0% | -7.9% | -1.6% |
| 6M | -8.4% | +17.2% | -25.5% | -11.6% |
| YTD | +65.9% | +27.2% | +38.7% | +56.6% |
| 1Y | +69.4% | +26.1% | +43.3% | +60.2% |
| 3Y | +55.9% | +70.7% | -14.8% | +34.9% |
| 5Y | +146.2% | +1.0% | +145.2% | +137.5% |
| All | +135.8% | +223.4% | -87.5% | +102.3% |
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