+62.0%
CFG vs EXR
-0.3%
+62.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -0.9% | +5.2% | -6.1% | -2.8% |
| 30D | +1.1% | +20.9% | -19.8% | -6.2% |
| 3M | -12.0% | +7.7% | -19.7% | -14.6% |
| 6M | -2.2% | +13.2% | -15.4% | -7.0% |
| YTD | +11.4% | +26.5% | -15.1% | +1.2% |
| 1Y | +27.8% | +27.2% | +0.6% | +15.8% |
| 3Y | +173.3% | +71.5% | +101.8% | +114.3% |
| All | +62.0% | -0.3% | +62.4% | +40.4% |
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