+187.6%
CFG vs EXR
+51.9%
+135.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.1% |
| 7D | +0.7% | +1.7% | -1.0% | 0.0% |
| 30D | +2.8% | +18.0% | -15.3% | -3.9% |
| 3M | -10.1% | +9.7% | -19.7% | -13.5% |
| 6M | +3.2% | +13.4% | -10.3% | -2.1% |
| YTD | +14.2% | +26.3% | -12.1% | +3.3% |
| 1Y | +27.4% | +27.6% | -0.1% | +14.8% |
| 3Y | +187.6% | +52.2% | +135.4% | +113.2% |
| All | +187.6% | +51.9% | +135.7% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling