+196.0%
CAPR vs EXR
-2.2%
+198.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.5% |
| 7D | +19.1% | -1.2% | +20.3% | +19.7% |
| 30D | +48.8% | +18.3% | +30.5% | +41.3% |
| 3M | +144.4% | +9.1% | +135.3% | +137.4% |
| 6M | -67.5% | +11.7% | -79.3% | -68.7% |
| YTD | -64.5% | +25.7% | -90.2% | -67.3% |
| 1Y | +74.4% | +24.9% | +49.5% | +61.2% |
| 3Y | +265.7% | +51.4% | +214.3% | +217.7% |
| 5Y | +196.0% | -1.9% | +197.9% | +164.1% |
| All | +196.0% | -2.2% | +198.1% | +164.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling