+112.0%
CF vs EXR
-0.3%
+112.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -3.2% | +5.2% | -8.4% | -4.0% |
| 30D | +4.3% | +20.9% | -16.5% | +0.9% |
| 3M | +2.8% | +7.7% | -4.9% | +1.4% |
| 6M | +0.6% | +13.2% | -12.6% | -1.8% |
| YTD | +56.6% | +26.5% | +30.2% | +48.3% |
| 1Y | +49.6% | +27.2% | +22.4% | +41.4% |
| 3Y | +61.5% | +71.5% | -10.0% | +35.9% |
| All | +112.0% | -0.3% | +112.3% | +98.6% |
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