+362.4%
CFG vs EXR
+322.9%
+39.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.3% |
| 7D | +1.5% | -2.6% | +4.1% | +2.4% |
| 30D | -3.8% | -7.2% | +3.4% | -1.4% |
| 3M | +11.5% | -3.5% | +15.0% | +12.8% |
| 6M | +19.2% | -5.3% | +24.5% | +21.2% |
| YTD | +23.7% | +9.4% | +14.4% | +19.6% |
| 1Y | +38.8% | +1.3% | +37.5% | +37.4% |
| 3Y | +178.9% | +22.4% | +156.5% | +154.9% |
| 5Y | +101.8% | -12.2% | +114.0% | +100.9% |
| 10Y | +317.3% | +148.6% | +168.7% | +219.4% |
| All | +362.4% | +322.9% | +39.5% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling