+73.5%
CART vs EXR
+43.9%
+29.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +1.5% | +2.7% | -1.2% | +1.0% |
| 30D | +22.4% | +18.9% | +3.5% | +18.7% |
| 3M | +16.5% | +8.4% | +8.2% | +14.7% |
| 6M | +44.9% | +14.3% | +30.6% | +41.2% |
| YTD | +30.0% | +27.2% | +2.7% | +23.7% |
| 1Y | +59.1% | +25.9% | +33.1% | +51.6% |
| 3Y | +138.8% | +54.6% | +84.2% | +124.9% |
| All | +73.5% | +43.9% | +29.6% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling