+1,258.2%
CB vs EXR
+2,662.2%
-1,404.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | +0.5% | -2.6% | +3.1% | +1.5% |
| 30D | -3.1% | -7.2% | +4.1% | -0.4% |
| 3M | +9.0% | -3.5% | +12.5% | +10.4% |
| 6M | +2.9% | -5.3% | +8.1% | +4.6% |
| YTD | +10.1% | +9.4% | +0.8% | +5.9% |
| 1Y | +22.8% | +1.3% | +21.5% | +21.1% |
| 3Y | +73.8% | +22.4% | +51.4% | +54.4% |
| 5Y | +99.2% | -12.2% | +111.4% | +94.8% |
| 10Y | +218.2% | +148.6% | +69.6% | +96.2% |
| All | +1,258.2% | +2,662.2% | -1,404.1% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling