+223.5%
C vs EXR
+221.5%
+2.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -2.4% | +5.2% | -7.6% | -3.9% |
| 30D | -6.0% | +20.9% | -26.9% | -11.5% |
| 3M | -10.5% | +7.7% | -18.3% | -12.7% |
| 6M | -5.7% | +13.2% | -18.9% | -9.7% |
| YTD | +4.1% | +26.5% | -22.3% | -4.2% |
| 1Y | +20.5% | +27.2% | -6.7% | +10.6% |
| 3Y | +208.1% | +71.5% | +136.6% | +148.5% |
| 5Y | +110.4% | +0.4% | +110.0% | +99.4% |
| All | +223.5% | +221.5% | +2.0% | +128.4% |
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