+203.4%
CBOE vs EXR
-0.9%
+204.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +6.9% | -1.1% | +8.1% | +7.1% |
| 30D | +24.1% | +18.8% | +5.4% | +21.2% |
| 3M | +30.9% | +9.9% | +21.0% | +29.1% |
| 6M | +5.9% | +12.6% | -6.8% | +4.1% |
| YTD | +48.2% | +26.5% | +21.7% | +43.3% |
| 1Y | +43.5% | +24.5% | +19.0% | +39.0% |
| 3Y | +117.0% | +52.4% | +64.6% | +99.9% |
| 5Y | +203.4% | -1.5% | +204.9% | +205.6% |
| All | +203.4% | -0.9% | +204.3% | +205.6% |
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