+19.6%
CME vs EXR
+28.1%
-8.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.8% |
| 7D | +4.8% | +11.3% | -6.4% | +2.6% |
| 30D | +14.2% | +21.2% | -7.0% | +10.0% |
| 3M | +17.9% | +8.7% | +9.2% | +15.6% |
| 6M | +7.2% | +18.2% | -11.0% | +4.1% |
| YTD | +16.7% | +27.9% | -11.2% | +13.0% |
| 1Y | +19.6% | +28.3% | -8.8% | +16.0% |
| All | +19.6% | +28.1% | -8.5% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling