-3.2%
CMG vs EXR
-11.6%
+8.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.3% |
| 3M | +26.3% | -3.0% | +29.3% | +27.2% |
| 6M | +4.5% | -2.9% | +7.4% | +5.1% |
| YTD | -0.1% | +9.3% | -9.4% | -3.5% |
| 1Y | -6.8% | -0.9% | -5.8% | -6.9% |
| 3Y | -5.0% | +24.7% | -29.7% | -14.9% |
| All | -3.2% | -11.6% | +8.4% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling