-77.0%
CAPR vs EXR
+148.5%
-225.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | -2.0% | -2.6% | +0.6% | -1.9% |
| 30D | +139.2% | -7.2% | +146.4% | +139.7% |
| 3M | -66.4% | -3.5% | -62.9% | -66.3% |
| 6M | -63.1% | -5.3% | -57.8% | -63.1% |
| YTD | -67.4% | +9.4% | -76.8% | -67.5% |
| 1Y | +58.2% | +1.3% | +56.9% | +58.1% |
| 3Y | +42.2% | +22.4% | +19.8% | +43.6% |
| 5Y | +87.3% | -12.2% | +99.5% | +81.0% |
| All | -77.0% | +148.5% | -225.5% | -67.2% |
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 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