+207.3%
CAT vs EXR
-1.3%
+208.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -6.3% | +1.7% | -8.1% | -6.8% |
| 30D | -26.8% | +18.0% | -44.8% | -30.2% |
| 3M | -30.0% | +9.7% | -39.7% | -31.9% |
| 6M | -34.6% | +13.4% | -48.0% | -37.2% |
| YTD | +2.9% | +26.3% | -23.4% | -4.2% |
| 1Y | +3.3% | +27.6% | -24.3% | -4.2% |
| 3Y | +153.7% | +52.2% | +101.5% | +119.6% |
| 5Y | +207.3% | -1.1% | +208.4% | +184.8% |
| All | +207.3% | -1.3% | +208.6% | +184.8% |
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