+4.7%
CARR vs EXR
-1.8%
+6.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +3.5% | -0.4% | +3.9% | +3.7% |
| 30D | +0.4% | +18.2% | -17.9% | -6.9% |
| 3M | -14.1% | +7.3% | -21.4% | -16.8% |
| 6M | -16.7% | +13.8% | -30.5% | -21.8% |
| YTD | +4.2% | +25.9% | -21.7% | -6.6% |
| 1Y | -0.2% | +25.8% | -26.0% | -10.5% |
| 3Y | +10.9% | +53.7% | -42.8% | -11.3% |
| All | +4.7% | -1.8% | +6.4% | +3.3% |
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