-18.9%
CG vs EXR
+26.0%
-44.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.0% |
| 7D | +2.0% | +1.7% | +0.2% | +1.1% |
| 30D | +8.5% | +18.0% | -9.5% | 0.0% |
| 3M | -12.1% | +9.7% | -21.8% | -16.3% |
| 6M | -16.4% | +13.4% | -29.9% | -21.9% |
| YTD | -28.0% | +26.3% | -54.3% | -35.9% |
| 1Y | -18.9% | +27.6% | -46.4% | -28.7% |
| All | -18.9% | +26.0% | -44.9% | -28.7% |
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 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