+243.0%
CB vs EXR
+215.3%
+27.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -1.5% | +2.7% | -4.2% | -2.2% |
| 30D | +6.5% | +18.9% | -12.4% | +1.4% |
| 3M | +4.1% | +8.4% | -4.3% | +1.6% |
| 6M | +14.4% | +14.3% | +0.1% | +10.0% |
| YTD | +17.5% | +27.2% | -9.7% | +9.3% |
| 1Y | +27.5% | +25.9% | +1.6% | +18.9% |
| 3Y | +71.6% | +54.6% | +17.0% | +46.6% |
| 5Y | +100.6% | -0.6% | +101.2% | +93.9% |
| 10Y | +243.0% | +208.5% | +34.5% | +128.2% |
| All | +243.0% | +215.3% | +27.7% | +128.2% |
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