+42.5%
CI vs EXR
-11.8%
+54.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +1.3% | -2.6% | +3.9% | +1.9% |
| 30D | +4.4% | -7.2% | +11.6% | +6.3% |
| 3M | +0.7% | -3.5% | +4.2% | +1.5% |
| 6M | +0.3% | -5.3% | +5.6% | +1.5% |
| YTD | +3.8% | +9.4% | -5.5% | +1.2% |
| 1Y | -5.5% | +1.3% | -6.8% | -6.0% |
| 3Y | +8.1% | +22.4% | -14.3% | +4.0% |
| All | +42.5% | -11.8% | +54.4% | +42.1% |
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