+214.5%
CVX vs EXR
+216.3%
-1.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +3.4% | -0.4% | +3.9% | +3.5% |
| 30D | -1.0% | +18.2% | -19.2% | -4.7% |
| 3M | +12.2% | +7.3% | +4.9% | +10.3% |
| 6M | +20.3% | +13.8% | +6.5% | +16.5% |
| YTD | +48.3% | +25.9% | +22.4% | +39.5% |
| 1Y | +46.9% | +25.8% | +21.1% | +38.2% |
| 3Y | +73.1% | +53.7% | +19.4% | +52.2% |
| 5Y | +135.2% | -1.8% | +137.0% | +127.7% |
| All | +214.5% | +216.3% | -1.8% | +130.1% |
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