-10.5%
CAI vs EXR
-1.7%
-8.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -2.2% | -2.6% | +0.4% | -1.2% |
| 30D | +52.4% | -7.2% | +59.6% | +56.9% |
| 3M | +45.1% | -3.5% | +48.6% | +46.3% |
| 6M | +26.2% | -5.3% | +31.5% | +26.5% |
| YTD | -7.1% | +9.4% | -16.4% | -10.3% |
| 1Y | -31.0% | +1.3% | -32.4% | -32.1% |
| All | -10.5% | -1.7% | -8.8% | -10.2% |
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