-18.1%
CAG vs EXR
-1.5%
-16.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.0% |
| 7D | -5.9% | -3.2% | -2.7% | -4.4% |
| 30D | -1.5% | -6.9% | +5.4% | +2.0% |
| 3M | +11.5% | -7.8% | +19.3% | +16.1% |
| 6M | -15.7% | -4.9% | -10.8% | -13.2% |
| YTD | -10.2% | +7.2% | -17.4% | -12.3% |
| 1Y | -18.1% | -1.5% | -16.6% | -18.0% |
| All | -18.1% | -1.5% | -16.6% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling