+2,252.8%
CME vs EXR
+3,094.9%
-842.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | +0.9% | +5.2% | -4.3% | -1.4% |
| 30D | +13.2% | +20.9% | -7.7% | +4.0% |
| 3M | +16.3% | +7.7% | +8.6% | +12.3% |
| 6M | +7.1% | +13.2% | -6.0% | +1.0% |
| YTD | +15.8% | +26.5% | -10.7% | +3.2% |
| 1Y | +17.1% | +27.2% | -10.1% | +3.9% |
| 3Y | +63.2% | +71.5% | -8.4% | +18.9% |
| 5Y | +70.2% | +0.4% | +69.8% | +54.2% |
| 10Y | +337.0% | +225.2% | +111.8% | +105.2% |
| All | +2,252.8% | +3,094.9% | -842.1% | +191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling