+122.4%
CF vs EXR
-1.5%
+124.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.7% | +6.3% |
| 7D | +0.4% | +6.8% | -6.4% | -0.8% |
| 30D | +2.2% | +19.6% | -17.4% | -1.0% |
| 3M | +2.1% | +8.0% | -5.9% | +0.7% |
| 6M | -6.5% | +17.2% | -23.7% | -9.4% |
| YTD | +55.6% | +27.2% | +28.3% | +47.0% |
| 1Y | +42.3% | +26.1% | +16.2% | +34.8% |
| 3Y | +55.7% | +70.7% | -14.9% | +31.1% |
| 5Y | +122.4% | +1.0% | +121.5% | +104.2% |
| All | +122.4% | -1.5% | +124.0% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling