-97.7%
CAPR vs EXR
+1,674.1%
-1,771.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.7% |
| 7D | +19.1% | -1.2% | +20.3% | +19.1% |
| 30D | +48.8% | +18.3% | +30.5% | +48.0% |
| 3M | +144.4% | +9.1% | +135.3% | +143.6% |
| 6M | -67.5% | +11.7% | -79.3% | -67.6% |
| YTD | -64.5% | +25.7% | -90.2% | -64.8% |
| 1Y | +74.4% | +24.9% | +49.5% | +73.1% |
| 3Y | +265.7% | +51.4% | +214.3% | +262.9% |
| 5Y | +196.0% | -1.9% | +197.9% | +192.8% |
| 10Y | -62.4% | +214.0% | -276.3% | -62.3% |
| All | -97.7% | +1,674.1% | -1,771.8% | -98.0% |
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