+568.0%
CF vs EXR
+221.5%
+346.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -3.2% | +5.2% | -8.4% | -4.4% |
| 30D | +4.3% | +20.9% | -16.5% | -0.2% |
| 3M | +2.8% | +7.7% | -4.9% | +0.9% |
| 6M | +0.6% | +13.2% | -12.6% | -2.6% |
| YTD | +56.6% | +26.5% | +30.2% | +46.3% |
| 1Y | +49.6% | +27.2% | +22.4% | +39.5% |
| 3Y | +61.5% | +71.5% | -10.0% | +34.2% |
| 5Y | +124.0% | +0.4% | +123.6% | +114.7% |
| All | +568.0% | +221.5% | +346.5% | +362.2% |
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