+77.2%
CAPR vs EXR
+27.0%
+50.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.6% | +8.8% | +9.3% |
| 7D | +36.0% | +2.7% | +33.4% | +35.4% |
| 30D | +25.8% | +18.9% | +6.9% | +23.8% |
| 3M | +140.8% | +8.4% | +132.5% | +137.7% |
| 6M | -67.6% | +14.3% | -81.9% | -67.5% |
| YTD | -65.9% | +27.2% | -93.1% | -60.2% |
| All | +77.2% | +27.0% | +50.2% | +126.8% |
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