-5.6%
CMG vs EXR
-2.2%
-3.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -0.6% | -1.2% | +0.5% | -0.2% |
| 30D | +15.9% | +18.3% | -2.4% | +9.8% |
| 3M | +7.8% | +9.1% | -1.3% | +4.7% |
| 6M | +7.7% | +11.7% | -4.1% | +3.5% |
| YTD | -4.9% | +25.7% | -30.6% | -12.3% |
| 1Y | +12.3% | +24.9% | -12.6% | +3.9% |
| 3Y | -17.1% | +51.4% | -68.5% | -30.6% |
| 5Y | -5.6% | -1.9% | -3.7% | -6.4% |
| All | -5.6% | -2.2% | -3.4% | -6.4% |
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