+47.2%
CAPR vs EXR
+28.1%
+19.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.2% | +7.6% |
| 7D | +43.2% | +11.3% | +31.9% | +41.0% |
| 30D | +14.7% | +21.2% | -6.5% | +12.4% |
| 3M | +113.9% | +8.7% | +105.2% | +110.8% |
| 6M | -73.4% | +18.2% | -91.6% | -73.4% |
| YTD | -69.1% | +27.9% | -97.0% | -65.7% |
| 1Y | +47.2% | +28.3% | +18.9% | +69.7% |
| All | +47.2% | +28.1% | +19.1% | +69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling