-11.4%
CAI vs EXR
-1.7%
-9.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.2% | -0.7% | +0.8% | +0.4% |
| 30D | +9.1% | -6.9% | +16.1% | +12.3% |
| 3M | +53.8% | -3.0% | +56.8% | +54.6% |
| 6M | +33.5% | -2.9% | +36.5% | +33.0% |
| YTD | -8.0% | +9.3% | -17.3% | -11.2% |
| 1Y | -28.7% | -0.9% | -27.8% | -29.2% |
| All | -11.4% | -1.7% | -9.6% | -11.1% |
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