+248.2%
CB vs EXR
+221.5%
+26.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +0.2% | +5.2% | -5.0% | -1.2% |
| 30D | +9.1% | +20.9% | -11.8% | +3.3% |
| 3M | +3.4% | +7.7% | -4.3% | +1.2% |
| 6M | +14.1% | +13.2% | +0.9% | +10.0% |
| YTD | +18.0% | +26.5% | -8.5% | +10.0% |
| 1Y | +30.1% | +27.2% | +2.9% | +21.0% |
| 3Y | +71.8% | +71.5% | +0.2% | +41.6% |
| 5Y | +101.8% | +0.4% | +101.5% | +94.2% |
| All | +248.2% | +221.5% | +26.7% | +131.0% |
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