+65.4%
CVS vs EXR
+24.9%
+40.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.3% |
| 7D | +4.0% | -2.6% | +6.5% | +4.3% |
| 30D | -2.4% | -7.2% | +4.8% | -1.4% |
| 3M | +2.7% | -3.5% | +6.2% | +3.2% |
| 6M | +21.9% | -5.3% | +27.2% | +22.6% |
| YTD | +24.7% | +9.4% | +15.4% | +23.2% |
| 1Y | +35.4% | +1.3% | +34.1% | +34.9% |
| All | +65.4% | +24.9% | +40.5% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling