+216.1%
C vs EXR
+51.9%
+164.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -0.4% | +1.7% | -2.1% | -0.8% |
| 30D | -5.2% | +18.0% | -23.2% | -8.9% |
| 3M | -9.1% | +9.7% | -18.7% | -11.1% |
| 6M | -1.6% | +13.4% | -15.0% | -4.9% |
| YTD | +6.9% | +26.3% | -19.3% | +0.2% |
| 1Y | +23.0% | +27.6% | -4.6% | +14.8% |
| 3Y | +216.1% | +52.2% | +164.0% | +167.1% |
| All | +216.1% | +51.9% | +164.2% | +167.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling