+4,981.1%
CF vs EXR
+2,350.7%
+2,630.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -5.4% |
| 7D | -6.9% | +11.3% | -18.1% | -10.3% |
| 30D | -3.7% | +21.2% | -24.9% | -10.0% |
| 3M | -5.0% | +8.7% | -13.7% | -8.0% |
| 6M | -10.5% | +18.2% | -28.7% | -16.0% |
| YTD | +46.5% | +27.9% | +18.6% | +32.3% |
| 1Y | +34.8% | +28.3% | +6.5% | +21.6% |
| 3Y | +46.7% | +71.7% | -25.0% | +15.1% |
| 5Y | +112.0% | -0.6% | +112.7% | +98.4% |
| 10Y | +529.7% | +229.0% | +300.7% | +254.7% |
| All | +4,981.1% | +2,350.7% | +2,630.4% | +1,001.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling