+166.0%
CVX vs EXR
-10.8%
+176.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -0.6% | -0.7% | +0.1% | -0.5% |
| 30D | +13.4% | -6.9% | +20.4% | +14.8% |
| 3M | +11.8% | -3.0% | +14.8% | +12.3% |
| 6M | +12.4% | -2.9% | +15.4% | +12.7% |
| YTD | +41.5% | +9.3% | +32.2% | +38.4% |
| 1Y | +41.6% | -0.9% | +42.5% | +41.0% |
| 3Y | +42.2% | +24.7% | +17.5% | +33.9% |
| 5Y | +166.0% | -11.7% | +177.7% | +168.5% |
| All | +166.0% | -10.8% | +176.8% | +168.5% |
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 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