+237.0%
CFG vs EXR
+215.3%
+21.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | +0.3% | +2.7% | -2.4% | -0.7% |
| 30D | +3.2% | +18.9% | -15.7% | -3.3% |
| 3M | -9.7% | +8.4% | -18.1% | -12.5% |
| 6M | +3.6% | +14.3% | -10.7% | -1.6% |
| YTD | +14.7% | +27.2% | -12.6% | +4.3% |
| 1Y | +29.6% | +25.9% | +3.6% | +18.2% |
| 3Y | +190.6% | +54.6% | +135.9% | +140.9% |
| 5Y | +67.1% | -0.6% | +67.7% | +58.6% |
| 10Y | +237.0% | +208.5% | +28.5% | +148.8% |
| All | +237.0% | +215.3% | +21.7% | +148.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling