+220.1%
C vs EXR
+215.3%
+4.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.3% |
| 7D | -0.9% | +2.7% | -3.6% | -1.7% |
| 30D | -5.4% | +18.9% | -24.3% | -10.5% |
| 3M | -9.2% | +8.4% | -17.5% | -11.5% |
| 6M | -1.8% | +14.3% | -16.1% | -6.3% |
| YTD | +6.7% | +27.2% | -20.6% | -2.0% |
| 1Y | +23.5% | +25.9% | -2.4% | +13.8% |
| 3Y | +219.8% | +54.6% | +165.1% | +168.1% |
| 5Y | +112.4% | -0.6% | +113.0% | +102.2% |
| 10Y | +220.1% | +208.5% | +11.6% | +126.3% |
| All | +220.1% | +215.3% | +4.8% | +126.3% |
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