+198.8%
CVX vs EXR
+205.9%
-7.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -6.2% | +1.7% | -8.0% | -6.6% |
| 30D | -0.4% | +18.0% | -18.4% | -4.0% |
| 3M | +9.3% | +9.7% | -0.3% | +6.9% |
| 6M | +18.4% | +13.4% | +4.9% | +14.7% |
| YTD | +42.5% | +26.3% | +16.2% | +34.0% |
| 1Y | +41.0% | +27.6% | +13.5% | +32.3% |
| 3Y | +67.5% | +52.2% | +15.3% | +47.7% |
| 5Y | +126.1% | -1.1% | +127.2% | +118.5% |
| 10Y | +198.8% | +216.8% | -18.1% | +119.4% |
| All | +198.8% | +205.9% | -7.1% | +119.4% |
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