+60.4%
CF vs EXR
+70.9%
-10.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.7% | +6.2% |
| 7D | +0.4% | +6.8% | -6.4% | +0.2% |
| 30D | +2.2% | +19.6% | -17.4% | +1.5% |
| 3M | +2.1% | +8.0% | -5.9% | +1.8% |
| 6M | -6.5% | +17.2% | -23.7% | -7.3% |
| YTD | +55.6% | +27.2% | +28.3% | +51.9% |
| 1Y | +42.3% | +26.1% | +16.2% | +39.1% |
| All | +60.4% | +70.9% | -10.5% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling