+63.4%
CFG vs EXR
-0.9%
+64.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | -1.1% | +0.3% | -0.3% |
| 30D | +3.1% | +18.8% | -15.6% | -3.6% |
| 3M | -9.7% | +9.9% | -19.6% | -13.1% |
| 6M | +6.7% | +12.6% | -5.9% | +1.7% |
| YTD | +15.2% | +26.5% | -11.3% | +4.6% |
| 1Y | +28.8% | +24.5% | +4.3% | +17.7% |
| 3Y | +190.1% | +52.4% | +137.7% | +138.4% |
| 5Y | +63.4% | -1.5% | +64.9% | +43.0% |
| All | +63.4% | -0.9% | +64.3% | +43.0% |
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