+2,021.8%
CBRE vs EXR
+3,094.9%
-1,073.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | +5.2% | +5.2% | 0.0% | +0.7% |
| 30D | +6.2% | +20.9% | -14.6% | -10.1% |
| 3M | -8.1% | +7.7% | -15.8% | -13.8% |
| 6M | -6.6% | +13.2% | -19.8% | -16.5% |
| YTD | -15.7% | +26.5% | -42.2% | -32.8% |
| 1Y | -9.7% | +27.2% | -36.9% | -28.4% |
| 3Y | +80.4% | +71.5% | +8.9% | +2.3% |
| 5Y | +27.0% | +0.4% | +26.6% | +9.2% |
| 10Y | +412.9% | +225.2% | +187.7% | +18.5% |
| All | +2,021.8% | +3,094.9% | -1,073.1% | -45.8% |
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