+10.2%
CARR vs EXR
-11.7%
+22.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -0.8% |
| 7D | +0.6% | -3.1% | +3.7% | +2.0% |
| 30D | -8.7% | -7.5% | -1.1% | -5.5% |
| 3M | -18.4% | -7.5% | -10.9% | -15.9% |
| 6M | -0.6% | -5.2% | +4.6% | +1.2% |
| YTD | +10.9% | +6.5% | +4.4% | +7.2% |
| 1Y | -7.3% | -2.0% | -5.3% | -7.4% |
| 3Y | +2.9% | +21.5% | -18.6% | -8.4% |
| All | +10.2% | -11.7% | +22.0% | +13.3% |
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