-1.8%
CARR vs EXR
+28.1%
-29.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.7% |
| 7D | -0.7% | +11.3% | -11.9% | -5.0% |
| 30D | +0.3% | +21.2% | -20.9% | -7.6% |
| 3M | -14.9% | +8.7% | -23.6% | -17.9% |
| 6M | -14.9% | +18.2% | -33.1% | -22.3% |
| YTD | +7.0% | +27.9% | -20.9% | -5.4% |
| 1Y | -1.8% | +28.3% | -30.1% | -13.7% |
| All | -1.8% | +28.1% | -29.8% | -13.7% |
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