+104.3%
CEG vs EXR
+69.9%
+34.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.4% |
| 7D | -4.7% | +5.2% | -9.9% | -5.4% |
| 30D | -16.6% | +20.9% | -37.4% | -18.7% |
| 3M | -4.1% | +7.7% | -11.8% | -5.1% |
| 6M | -22.3% | +13.2% | -35.5% | -23.8% |
| YTD | -28.9% | +26.5% | -55.4% | -31.3% |
| 1Y | -28.5% | +27.2% | -55.7% | -30.9% |
| 3Y | +104.3% | +71.5% | +32.8% | +79.9% |
| All | +104.3% | +69.9% | +34.4% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling