+206.6%
CFG vs EXR
+215.7%
-9.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +1.6% | -1.2% | +2.8% | +2.1% |
| 30D | +3.3% | +18.3% | -15.0% | -3.1% |
| 3M | -11.5% | +9.1% | -20.6% | -14.5% |
| 6M | +6.2% | +11.7% | -5.5% | +1.7% |
| YTD | +14.3% | +25.7% | -11.4% | +4.3% |
| 1Y | +26.7% | +24.9% | +1.8% | +16.0% |
| 3Y | +187.8% | +51.4% | +136.3% | +140.1% |
| 5Y | +61.3% | -1.9% | +63.2% | +53.8% |
| All | +206.6% | +215.7% | -9.1% | +124.5% |
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