-69.4%
CAPR vs EXR
+216.3%
-285.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -6.9% |
| 7D | +5.9% | -0.4% | +6.3% | +5.9% |
| 30D | +44.6% | +18.2% | +26.4% | +43.8% |
| 3M | +126.4% | +7.3% | +119.0% | +125.7% |
| 6M | -68.6% | +13.8% | -82.4% | -68.7% |
| YTD | -67.0% | +25.9% | -92.9% | -67.2% |
| 1Y | +65.2% | +25.8% | +39.4% | +63.9% |
| 3Y | +235.6% | +53.7% | +181.9% | +240.2% |
| 5Y | +175.4% | -1.8% | +177.2% | +161.8% |
| All | -69.4% | +216.3% | -285.7% | -52.1% |
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 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