+56.1%
CDE vs EXR
+151.8%
-95.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.8% |
| 7D | -3.1% | -1.2% | -2.0% | -2.6% |
| 30D | +9.5% | -6.2% | +15.7% | +12.7% |
| 3M | +25.5% | -7.4% | +32.9% | +29.3% |
| 6M | -7.9% | -0.5% | -7.4% | -8.0% |
| YTD | +15.6% | +8.1% | +7.5% | +11.3% |
| 1Y | +34.0% | -2.9% | +36.9% | +35.4% |
| 3Y | +791.9% | +22.9% | +769.0% | +710.5% |
| 5Y | +197.7% | -10.2% | +207.9% | +201.6% |
| All | +56.1% | +151.8% | -95.7% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling