+42.9%
CVS vs EXR
+151.1%
-108.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | +0.4% | -6.9% | +7.3% | +2.1% |
| 3M | -0.4% | -3.0% | +2.6% | +0.2% |
| 6M | +25.1% | -2.9% | +28.1% | +25.8% |
| YTD | +23.9% | +9.3% | +14.6% | +20.9% |
| 1Y | +41.1% | -0.9% | +42.0% | +40.8% |
| 3Y | +63.6% | +24.7% | +38.9% | +51.3% |
| 5Y | +31.5% | -11.7% | +43.2% | +30.8% |
| All | +42.9% | +151.1% | -108.2% | +11.4% |
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