+107.8%
CB vs EXR
-1.8%
+109.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +2.9% | -0.4% | +3.4% | +3.0% |
| 30D | +7.3% | +18.2% | -10.9% | +3.8% |
| 3M | +9.4% | +7.3% | +2.1% | +7.8% |
| 6M | +19.6% | +13.8% | +5.8% | +16.6% |
| YTD | +21.5% | +25.9% | -4.4% | +16.0% |
| 1Y | +28.0% | +25.8% | +2.2% | +22.2% |
| 3Y | +74.9% | +53.7% | +21.2% | +58.9% |
| All | +107.8% | -1.8% | +109.6% | +103.9% |
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