+149.3%
CBOE vs EXR
-13.9%
+163.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | -0.8% | -3.1% | +2.3% | -0.3% |
| 30D | +2.7% | -7.5% | +10.2% | +3.8% |
| 3M | +0.7% | -7.5% | +8.2% | +1.8% |
| 6M | -2.0% | -5.2% | +3.2% | -1.3% |
| YTD | +17.1% | +6.5% | +10.6% | +16.0% |
| 1Y | +26.5% | -2.0% | +28.5% | +26.6% |
| 3Y | +96.1% | +21.5% | +74.6% | +86.9% |
| 5Y | +149.3% | -11.5% | +160.8% | +160.0% |
| All | +149.3% | -13.9% | +163.2% | +160.0% |
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