-12.5%
CAI vs EXR
+13.8%
-26.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -26.3% | -1.1% | -25.1% | -25.9% |
| 30D | -17.5% | +18.8% | -36.3% | -23.3% |
| 3M | +5.8% | +9.9% | -4.1% | +1.7% |
| 6M | +53.6% | +12.6% | +41.0% | +45.3% |
| YTD | -9.2% | +26.5% | -35.7% | -17.5% |
| 1Y | -2.7% | +24.5% | -27.2% | -11.2% |
| All | -12.5% | +13.8% | -26.3% | -17.5% |
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