+28.5%
CF vs EXR
-4.6%
+33.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -4.3% |
| 7D | +6.0% | -2.6% | +8.6% | +3.8% |
| 30D | +14.8% | -7.2% | +22.0% | +8.2% |
| 3M | +14.1% | -3.5% | +17.6% | +11.6% |
| 6M | +28.5% | -5.3% | +33.8% | +22.6% |
| All | +28.5% | -4.6% | +33.1% | +22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling