+71.8%
CB vs EXR
+69.9%
+1.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +0.2% | +5.2% | -5.0% | -0.6% |
| 30D | +9.1% | +20.9% | -11.8% | +5.6% |
| 3M | +3.4% | +7.7% | -4.3% | +2.0% |
| 6M | +14.1% | +13.2% | +0.9% | +11.7% |
| YTD | +18.0% | +26.5% | -8.5% | +13.6% |
| 1Y | +30.1% | +27.2% | +2.9% | +25.1% |
| 3Y | +71.8% | +71.5% | +0.2% | +73.4% |
| All | +71.8% | +69.9% | +1.9% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling