+563.4%
CF vs EXR
+223.4%
+340.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.7% | +6.3% |
| 7D | +0.4% | +6.8% | -6.4% | -1.1% |
| 30D | +2.2% | +19.6% | -17.4% | -2.0% |
| 3M | +2.1% | +8.0% | -5.9% | +0.1% |
| 6M | -6.5% | +17.2% | -23.7% | -10.3% |
| YTD | +55.6% | +27.2% | +28.3% | +45.1% |
| 1Y | +42.3% | +26.1% | +16.2% | +33.1% |
| 3Y | +55.7% | +70.7% | -14.9% | +29.7% |
| 5Y | +122.4% | +1.0% | +121.5% | +112.9% |
| All | +563.4% | +223.4% | +340.0% | +358.4% |
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