-58.8%
CAPR vs EXR
+217.4%
-276.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.2% | +26.3% | +26.5% |
| 7D | +25.8% | -1.1% | +26.9% | +25.9% |
| 30D | +50.2% | +18.8% | +31.4% | +49.2% |
| 3M | +185.5% | +9.9% | +175.6% | +184.3% |
| 6M | -64.8% | +12.6% | -77.5% | -65.0% |
| YTD | -61.1% | +26.5% | -87.6% | -61.5% |
| 1Y | +81.0% | +24.5% | +56.5% | +79.5% |
| 3Y | +300.7% | +52.4% | +248.3% | +305.1% |
| 5Y | +223.3% | -1.5% | +224.9% | +207.2% |
| 10Y | -58.8% | +216.0% | -274.7% | -37.9% |
| All | -58.8% | +217.4% | -276.2% | -37.9% |
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