-49.2%
C vs EXR
+2,662.2%
-2,711.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.5% |
| 7D | +3.6% | -2.6% | +6.2% | +5.4% |
| 30D | +0.1% | -7.2% | +7.2% | +4.9% |
| 3M | +2.4% | -3.5% | +5.9% | +4.1% |
| 6M | +24.9% | -5.3% | +30.2% | +28.1% |
| YTD | +19.8% | +9.4% | +10.5% | +11.2% |
| 1Y | +44.9% | +1.3% | +43.5% | +40.3% |
| 3Y | +263.0% | +22.4% | +240.6% | +191.7% |
| 5Y | +129.5% | -12.2% | +141.8% | +114.9% |
| 10Y | +291.6% | +148.6% | +143.0% | +51.2% |
| All | -49.2% | +2,662.2% | -2,711.4% | -97.2% |
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