-64.7%
CAPR vs EXR
+215.3%
-280.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.6% | +8.8% | +9.4% |
| 7D | +36.0% | +2.7% | +33.4% | +35.9% |
| 30D | +25.8% | +18.9% | +6.9% | +25.0% |
| 3M | +140.8% | +8.4% | +132.5% | +140.0% |
| 6M | -67.6% | +14.3% | -81.9% | -67.7% |
| YTD | -65.9% | +27.2% | -93.1% | -66.2% |
| 1Y | +66.1% | +25.9% | +40.2% | +64.7% |
| 3Y | +256.9% | +54.6% | +202.2% | +261.0% |
| 5Y | +172.1% | -0.6% | +172.7% | +158.7% |
| 10Y | -64.7% | +208.5% | -273.2% | -46.4% |
| All | -64.7% | +215.3% | -280.0% | -46.4% |
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