+49.6%
CF vs EXR
+26.1%
+23.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.5% |
| 7D | -3.2% | +5.2% | -8.4% | -1.6% |
| 30D | +4.3% | +20.9% | -16.5% | +10.3% |
| 3M | +2.8% | +7.7% | -4.9% | +5.0% |
| 6M | +0.6% | +13.2% | -12.6% | +4.6% |
| YTD | +56.6% | +26.5% | +30.2% | +56.1% |
| 1Y | +49.6% | +27.2% | +22.4% | +49.0% |
| All | +49.6% | +26.1% | +23.5% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling