+32.8%
CVS vs EXR
-11.6%
+44.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.7% |
| 3M | -0.4% | -3.0% | +2.6% | +0.1% |
| 6M | +25.1% | -2.9% | +28.1% | +25.7% |
| YTD | +23.9% | +9.3% | +14.6% | +21.6% |
| 1Y | +41.1% | -0.9% | +42.0% | +40.9% |
| 3Y | +63.6% | +24.7% | +38.9% | +54.7% |
| All | +32.8% | -11.6% | +44.4% | +34.8% |
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