+101.0%
CB vs EXR
-11.8%
+112.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +0.5% | -2.6% | +3.1% | +1.0% |
| 30D | -3.1% | -7.2% | +4.1% | -1.7% |
| 3M | +9.0% | -3.5% | +12.5% | +9.7% |
| 6M | +2.9% | -5.3% | +8.1% | +3.8% |
| YTD | +10.1% | +9.4% | +0.8% | +8.1% |
| 1Y | +22.8% | +1.3% | +21.5% | +22.1% |
| 3Y | +73.8% | +22.4% | +51.4% | +65.7% |
| All | +101.0% | -11.8% | +112.9% | +103.7% |
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