+299.5%
CME vs EXR
+215.3%
+84.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.6% |
| 7D | -0.6% | +2.7% | -3.2% | -1.3% |
| 30D | +8.5% | +18.9% | -10.4% | +3.6% |
| 3M | +16.0% | +8.4% | +7.7% | +13.5% |
| 6M | +9.3% | +14.3% | -5.0% | +5.3% |
| YTD | +15.3% | +27.2% | -11.9% | +7.5% |
| 1Y | +14.4% | +25.9% | -11.5% | +6.9% |
| 3Y | +59.9% | +54.6% | +5.3% | +35.5% |
| 5Y | +69.4% | -0.6% | +70.0% | +64.0% |
| 10Y | +299.5% | +208.5% | +91.0% | +173.5% |
| All | +299.5% | +215.3% | +84.2% | +173.5% |
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