+2,053.5%
CME vs EXR
+2,662.2%
-608.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.3% |
| 7D | -1.6% | -2.6% | +1.0% | -0.4% |
| 30D | +6.2% | -7.2% | +13.4% | +9.8% |
| 3M | +10.4% | -3.5% | +13.9% | +12.0% |
| 6M | -9.5% | -5.3% | -4.2% | -7.9% |
| YTD | +6.0% | +9.4% | -3.3% | +0.9% |
| 1Y | +9.3% | +1.3% | +8.0% | +7.2% |
| 3Y | +57.7% | +22.4% | +35.2% | +34.3% |
| 5Y | +77.7% | -12.2% | +89.9% | +70.4% |
| 10Y | +281.2% | +148.6% | +132.7% | +103.1% |
| All | +2,053.5% | +2,662.2% | -608.7% | +184.8% |
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