+320.2%
CVE vs EXR
-11.8%
+332.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +2.5% | -2.6% | +5.1% | +3.0% |
| 30D | +16.7% | -7.2% | +23.9% | +18.4% |
| 3M | +9.3% | -3.5% | +12.8% | +9.8% |
| 6M | +43.6% | -5.3% | +48.9% | +44.6% |
| YTD | +93.6% | +9.4% | +84.2% | +88.1% |
| 1Y | +98.8% | +1.3% | +97.4% | +96.2% |
| 3Y | +73.6% | +22.4% | +51.2% | +59.7% |
| All | +320.2% | -11.8% | +332.0% | +332.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling