+45.0%
CG vs EXR
+53.5%
-8.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | +11.2% | +18.2% | -7.0% | +3.4% |
| 3M | -22.1% | +7.3% | -29.4% | -24.5% |
| 6M | -17.9% | +13.8% | -31.8% | -22.6% |
| YTD | -31.3% | +25.9% | -57.2% | -38.0% |
| 1Y | -24.0% | +25.8% | -49.8% | -31.4% |
| 3Y | +45.0% | +53.7% | -8.7% | +11.5% |
| All | +45.0% | +53.5% | -8.6% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling