+63.5%
CAG vs EXR
+3,081.1%
-3,017.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -3.3% | -0.4% | -2.9% | -3.3% |
| 30D | +7.7% | +18.2% | -10.5% | +4.1% |
| 3M | -3.2% | +7.3% | -10.5% | -4.6% |
| 6M | +7.0% | +13.8% | -6.9% | +4.2% |
| YTD | -9.0% | +25.9% | -34.9% | -13.1% |
| 1Y | -9.6% | +25.8% | -35.4% | -13.7% |
| 3Y | -36.0% | +53.7% | -89.7% | -41.7% |
| 5Y | -40.9% | -1.8% | -39.1% | -42.2% |
| 10Y | -37.3% | +214.5% | -251.9% | -52.1% |
| All | +63.5% | +3,081.1% | -3,017.5% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling