+67.4%
CVE vs EXR
+2,419.7%
-2,352.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.1% | -10.7% | -8.5% |
| 7D | -12.1% | +11.3% | -23.3% | -14.9% |
| 30D | -9.8% | +21.2% | -31.0% | -14.9% |
| 3M | -0.7% | +8.7% | -9.4% | -3.4% |
| 6M | -4.3% | +18.2% | -22.5% | -9.5% |
| YTD | +70.6% | +27.9% | +42.6% | +56.6% |
| 1Y | +73.2% | +28.3% | +44.8% | +58.8% |
| 3Y | +60.3% | +71.7% | -11.3% | +29.9% |
| 5Y | +159.3% | -0.6% | +159.9% | +146.6% |
| 10Y | +147.4% | +229.0% | -81.5% | +43.7% |
| All | +67.4% | +2,419.7% | -2,352.3% | -71.3% |
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 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