+305.9%
CG vs EXR
+205.9%
+100.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.1% |
| 7D | +2.0% | +1.7% | +0.2% | +1.2% |
| 30D | +8.5% | +18.0% | -9.5% | +0.9% |
| 3M | -12.1% | +9.7% | -21.8% | -15.5% |
| 6M | -16.4% | +13.4% | -29.9% | -21.1% |
| YTD | -28.0% | +26.3% | -54.3% | -35.3% |
| 1Y | -18.9% | +27.6% | -46.4% | -27.5% |
| 3Y | +51.2% | +52.2% | -0.9% | +21.7% |
| 5Y | -15.9% | -1.1% | -14.8% | -19.3% |
| 10Y | +305.9% | +216.8% | +89.1% | +200.7% |
| All | +305.9% | +205.9% | +100.1% | +200.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling