+321.2%
CMG vs EXR
+149.6%
+171.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -3.8% | -3.2% | -0.6% | -3.0% |
| 30D | +12.9% | -6.9% | +19.8% | +14.9% |
| 3M | +18.8% | -7.8% | +26.6% | +21.0% |
| 6M | +4.1% | -4.9% | +8.9% | +5.1% |
| YTD | -2.4% | +7.2% | -9.5% | -4.4% |
| 1Y | -6.7% | -1.5% | -5.2% | -6.5% |
| 3Y | -7.1% | +22.3% | -29.4% | -13.3% |
| 5Y | -5.0% | -10.9% | +6.0% | -4.6% |
| All | +321.2% | +149.6% | +171.6% | +313.5% |
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