-97.9%
CAPR vs EXR
+1,443.4%
-1,541.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | -2.0% | -2.6% | +0.6% | -1.9% |
| 30D | +139.2% | -7.2% | +146.4% | +139.8% |
| 3M | -66.4% | -3.5% | -62.9% | -66.3% |
| 6M | -63.1% | -5.3% | -57.8% | -63.1% |
| YTD | -67.4% | +9.4% | -76.8% | -67.5% |
| 1Y | +58.2% | +1.3% | +56.9% | +58.1% |
| 3Y | +42.2% | +22.4% | +19.8% | +41.8% |
| 5Y | +87.3% | -12.2% | +99.5% | +86.3% |
| 10Y | -75.3% | +148.6% | -223.8% | -75.0% |
| All | -97.9% | +1,443.4% | -1,541.3% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling