-38.3%
CAG vs EXR
+216.3%
-254.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | +7.7% | +18.2% | -10.5% | +3.4% |
| 3M | -3.2% | +7.3% | -10.5% | -4.9% |
| 6M | +7.0% | +13.8% | -6.9% | +3.7% |
| YTD | -9.0% | +25.9% | -34.9% | -13.8% |
| 1Y | -9.6% | +25.8% | -35.4% | -14.4% |
| 3Y | -36.0% | +53.7% | -89.7% | -42.2% |
| 5Y | -40.9% | -1.8% | -39.1% | -42.4% |
| All | -38.3% | +216.3% | -254.6% | -53.0% |
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