+47.7%
CI vs EXR
-0.3%
+48.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -1.6% | +5.2% | -6.8% | -2.8% |
| 30D | +5.4% | +20.9% | -15.5% | +0.5% |
| 3M | +7.3% | +7.7% | -0.4% | +5.2% |
| 6M | +5.3% | +13.2% | -7.9% | +2.0% |
| YTD | +8.5% | +26.5% | -18.0% | +1.9% |
| 1Y | +17.1% | +27.2% | -10.1% | +9.8% |
| 3Y | +1.4% | +71.5% | -70.1% | -9.8% |
| All | +47.7% | -0.3% | +48.0% | +40.0% |
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