+125.6%
CVX vs EXR
-0.3%
+126.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -9.7% | +5.2% | -14.9% | -10.5% |
| 30D | +3.6% | +20.9% | -17.2% | +0.4% |
| 3M | +13.3% | +7.7% | +5.6% | +11.8% |
| 6M | +16.9% | +13.2% | +3.7% | +14.2% |
| YTD | +43.4% | +26.5% | +16.9% | +36.7% |
| 1Y | +44.5% | +27.2% | +17.3% | +37.5% |
| 3Y | +64.0% | +71.5% | -7.6% | +45.0% |
| All | +125.6% | -0.3% | +126.0% | +113.0% |
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