-35.7%
CAG vs EXR
+24.9%
-60.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -3.8% | -2.6% | -1.2% | -3.0% |
| 30D | +3.1% | -7.2% | +10.3% | +5.7% |
| 3M | +23.5% | -3.5% | +27.0% | +25.1% |
| 6M | -14.8% | -5.3% | -9.5% | -13.3% |
| YTD | -5.4% | +9.4% | -14.8% | -7.8% |
| 1Y | -11.8% | +1.3% | -13.1% | -12.3% |
| All | -35.7% | +24.9% | -60.6% | -37.6% |
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