-37.7%
CAG vs EXR
+151.8%
-189.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -5.7% | -1.2% | -4.5% | -5.4% |
| 30D | -2.4% | -6.2% | +3.8% | -0.9% |
| 3M | +9.8% | -7.4% | +17.2% | +11.9% |
| 6M | -10.8% | -0.5% | -10.3% | -10.7% |
| YTD | -10.8% | +8.1% | -18.9% | -12.4% |
| 1Y | -19.0% | -2.9% | -16.1% | -18.5% |
| 3Y | -39.7% | +22.9% | -62.6% | -42.8% |
| 5Y | -43.0% | -10.2% | -32.8% | -43.3% |
| All | -37.7% | +151.8% | -189.5% | -52.1% |
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 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