+902.3%
CVX vs EXR
+2,662.2%
-1,759.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | +3.3% | -2.6% | +5.9% | +4.1% |
| 30D | +12.9% | -7.2% | +20.1% | +15.2% |
| 3M | +11.7% | -3.5% | +15.2% | +12.7% |
| 6M | +14.1% | -5.3% | +19.4% | +15.2% |
| YTD | +40.7% | +9.4% | +31.3% | +36.0% |
| 1Y | +37.5% | +1.3% | +36.2% | +35.6% |
| 3Y | +43.9% | +22.4% | +21.5% | +31.4% |
| 5Y | +161.5% | -12.2% | +173.7% | +157.2% |
| 10Y | +215.1% | +148.6% | +66.5% | +117.3% |
| All | +902.3% | +2,662.2% | -1,759.9% | +200.1% |
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 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