+74.9%
CB vs EXR
+70.9%
+4.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +2.6% | +6.8% | -4.2% | +1.4% |
| 30D | +11.2% | +19.6% | -8.4% | +7.8% |
| 3M | +5.7% | +8.0% | -2.2% | +4.2% |
| 6M | +15.9% | +17.2% | -1.2% | +12.8% |
| YTD | +20.2% | +27.2% | -7.1% | +15.5% |
| 1Y | +32.4% | +26.1% | +6.3% | +27.4% |
| All | +74.9% | +70.9% | +4.0% | +76.3% |
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