-14.1%
CG vs EXR
+28.1%
-42.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +2.9% |
| 7D | +9.4% | +11.3% | -1.8% | +3.8% |
| 30D | +8.7% | +21.2% | -12.4% | -1.0% |
| 3M | -15.0% | +8.7% | -23.7% | -18.9% |
| 6M | -13.2% | +18.2% | -31.4% | -20.3% |
| YTD | -26.2% | +27.9% | -54.1% | -34.1% |
| 1Y | -14.1% | +28.3% | -42.4% | -23.8% |
| All | -14.1% | +28.1% | -42.2% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling