+593.1%
CEG vs EXR
-4.0%
+597.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +12.1% | -0.4% | +12.5% | +12.3% |
| 30D | +0.2% | +18.2% | -18.0% | -4.7% |
| 3M | +0.7% | +7.3% | -6.6% | -1.5% |
| 6M | +2.2% | +13.8% | -11.6% | -2.1% |
| YTD | -20.3% | +25.9% | -46.3% | -26.1% |
| 1Y | -16.1% | +25.8% | -41.9% | -22.3% |
| 3Y | +134.7% | +53.7% | +81.0% | +90.0% |
| All | +593.1% | -4.0% | +597.1% | +602.9% |
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 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