+102.5%
CFG vs EXR
-11.8%
+114.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.4% |
| 7D | +1.5% | -2.6% | +4.1% | +2.5% |
| 30D | -3.8% | -7.2% | +3.4% | -1.1% |
| 3M | +11.5% | -3.5% | +15.0% | +12.9% |
| 6M | +19.2% | -5.3% | +24.5% | +21.4% |
| YTD | +23.7% | +9.4% | +14.4% | +19.1% |
| 1Y | +38.8% | +1.3% | +37.5% | +37.1% |
| 3Y | +178.9% | +22.4% | +156.5% | +150.4% |
| All | +102.5% | -11.8% | +114.4% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling