-66.2%
CAPR vs EXR
+221.5%
-287.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.2% | +4.7% |
| 7D | +41.1% | +5.2% | +35.9% | +40.8% |
| 30D | +11.1% | +20.9% | -9.8% | +10.3% |
| 3M | +115.3% | +7.7% | +107.6% | +114.6% |
| 6M | -73.8% | +13.2% | -87.0% | -73.9% |
| YTD | -68.8% | +26.5% | -95.3% | -69.1% |
| 1Y | +43.3% | +27.2% | +16.1% | +42.0% |
| 3Y | +214.7% | +71.5% | +143.1% | +221.6% |
| 5Y | +141.3% | +0.4% | +140.9% | +130.7% |
| All | -66.2% | +221.5% | -287.7% | -49.9% |
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