+282.1%
CME vs EXR
+147.0%
+135.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | +5.5% | -6.9% | +12.5% | +7.5% |
| 3M | +11.0% | -3.0% | +14.0% | +11.8% |
| 6M | -9.7% | -2.9% | -6.8% | -9.2% |
| YTD | +4.9% | +9.3% | -4.4% | +1.9% |
| 1Y | +10.1% | -0.9% | +11.0% | +9.7% |
| 3Y | +53.5% | +24.7% | +28.8% | +38.3% |
| 5Y | +77.2% | -11.7% | +88.9% | +76.0% |
| 10Y | +282.1% | +148.4% | +133.8% | +168.6% |
| All | +282.1% | +147.0% | +135.1% | +168.6% |
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