+142.2%
CI vs EXR
+215.3%
-73.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +0.1% | +2.7% | -2.5% | -0.7% |
| 30D | +4.7% | +18.9% | -14.3% | -0.8% |
| 3M | +5.2% | +8.4% | -3.1% | +2.6% |
| 6M | +3.8% | +14.3% | -10.5% | -0.6% |
| YTD | +9.2% | +27.2% | -18.0% | +0.8% |
| 1Y | +14.3% | +25.9% | -11.7% | +5.9% |
| 3Y | +8.4% | +54.6% | -46.2% | -6.5% |
| 5Y | +50.0% | -0.6% | +50.6% | +45.4% |
| 10Y | +142.2% | +208.5% | -66.3% | +63.9% |
| All | +142.2% | +215.3% | -73.1% | +63.9% |
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