+921.6%
CVX vs EXR
+3,094.9%
-2,173.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -9.7% | +5.2% | -14.9% | -11.1% |
| 30D | +3.6% | +20.9% | -17.2% | -1.9% |
| 3M | +13.3% | +7.7% | +5.6% | +10.7% |
| 6M | +16.9% | +13.2% | +3.7% | +12.4% |
| YTD | +43.4% | +26.5% | +16.9% | +32.8% |
| 1Y | +44.5% | +27.2% | +17.3% | +33.5% |
| 3Y | +64.0% | +71.5% | -7.6% | +35.7% |
| 5Y | +126.4% | +0.4% | +126.1% | +114.5% |
| 10Y | +209.4% | +225.2% | -15.8% | +97.2% |
| All | +921.6% | +3,094.9% | -2,173.3% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling