+639.5%
CEG vs EXR
-16.6%
+656.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.2% |
| 7D | +8.0% | -2.6% | +10.6% | +8.8% |
| 30D | +12.9% | -7.2% | +20.1% | +15.4% |
| 3M | +13.2% | -3.5% | +16.7% | +13.9% |
| 6M | -7.0% | -5.3% | -1.7% | -5.8% |
| YTD | -15.0% | +9.4% | -24.3% | -17.7% |
| 1Y | -2.7% | +1.3% | -4.0% | -3.9% |
| 3Y | +184.1% | +22.4% | +161.6% | +149.7% |
| All | +639.5% | -16.6% | +656.1% | +682.9% |
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 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