-5.0%
CMG vs EXR
+23.6%
-28.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | +12.7% | -6.9% | +19.7% | +14.6% |
| 3M | +26.3% | -3.0% | +29.3% | +26.9% |
| 6M | +4.5% | -2.9% | +7.4% | +4.8% |
| YTD | -0.1% | +9.3% | -9.4% | -2.6% |
| 1Y | -6.8% | -0.9% | -5.8% | -7.3% |
| 3Y | -5.0% | +24.7% | -29.7% | -7.2% |
| All | -5.0% | +23.6% | -28.6% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling