-20.9%
CG vs EXR
-0.3%
-20.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -1.2% | +5.2% | -6.4% | -3.7% |
| 30D | +5.0% | +20.9% | -15.8% | -4.6% |
| 3M | -18.2% | +7.7% | -25.9% | -21.2% |
| 6M | -20.7% | +13.2% | -33.9% | -25.7% |
| YTD | -31.4% | +26.5% | -57.9% | -39.5% |
| 1Y | -22.3% | +27.2% | -49.5% | -31.7% |
| 3Y | +50.2% | +71.5% | -21.4% | +6.0% |
| All | -20.9% | -0.3% | -20.5% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling