-35.6%
CAG vs EXR
+54.2%
-89.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | -1.8% | -1.1% | -0.6% | -1.3% |
| 30D | +9.7% | +18.8% | -9.1% | +3.2% |
| 3M | +0.5% | +9.9% | -9.4% | -2.9% |
| 6M | +8.9% | +12.6% | -3.7% | +4.5% |
| YTD | -8.4% | +26.5% | -34.9% | -15.3% |
| 1Y | -8.3% | +24.5% | -32.8% | -14.9% |
| All | -35.6% | +54.2% | -89.8% | -41.4% |
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