+577.4%
CF vs EXR
+148.5%
+428.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.0% |
| 7D | +6.0% | -2.6% | +8.6% | +6.6% |
| 30D | +14.8% | -7.2% | +22.0% | +16.7% |
| 3M | +14.1% | -3.5% | +17.6% | +14.7% |
| 6M | +28.5% | -5.3% | +33.8% | +29.3% |
| YTD | +74.9% | +9.4% | +65.6% | +69.2% |
| 1Y | +61.7% | +1.3% | +60.4% | +59.3% |
| 3Y | +80.3% | +22.4% | +57.9% | +64.3% |
| 5Y | +226.0% | -12.2% | +238.2% | +221.7% |
| All | +577.4% | +148.5% | +428.9% | +400.0% |
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