-13.1%
CAI vs EXR
-2.8%
-10.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.9% |
| 7D | -2.9% | -1.2% | -1.8% | -2.4% |
| 30D | +9.3% | -6.2% | +15.6% | +12.2% |
| 3M | +35.2% | -7.4% | +42.6% | +39.0% |
| 6M | +30.7% | -0.5% | +31.3% | +29.8% |
| YTD | -9.8% | +8.1% | -17.9% | -12.5% |
| 1Y | -28.9% | -2.9% | -26.0% | -28.8% |
| All | -13.1% | -2.8% | -10.3% | -12.4% |
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 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