+59.5%
CAPR vs EXR
+26.0%
+33.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.8% | -9.2% | -9.8% |
| 7D | +7.6% | +1.7% | +5.9% | +7.4% |
| 30D | +13.3% | +18.0% | -4.8% | +11.7% |
| 3M | +130.4% | +9.7% | +120.7% | +126.9% |
| 6M | -70.8% | +13.4% | -84.2% | -70.7% |
| YTD | -69.3% | +26.3% | -95.6% | -64.1% |
| 1Y | +59.5% | +27.6% | +32.0% | +104.6% |
| All | +59.5% | +26.0% | +33.5% | +104.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling