+32.1%
CVS vs EXR
+69.9%
-37.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | -7.1% | +5.2% | -12.3% | -7.8% |
| 30D | -4.0% | +20.9% | -24.9% | -6.6% |
| 3M | -12.2% | +7.7% | -19.9% | -13.3% |
| 6M | -2.2% | +13.2% | -15.4% | -4.0% |
| YTD | +8.9% | +26.5% | -17.6% | +5.3% |
| 1Y | +9.9% | +27.2% | -17.3% | +6.1% |
| 3Y | +32.1% | +71.5% | -39.4% | +33.5% |
| All | +32.1% | +69.9% | -37.8% | +33.5% |
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