+11.7%
CMI vs EXR
+28.1%
-16.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.1% | -8.8% | -6.3% |
| 7D | -11.2% | +11.3% | -22.5% | -13.2% |
| 30D | -9.8% | +21.2% | -31.0% | -13.9% |
| 3M | -25.5% | +8.7% | -34.3% | -26.9% |
| 6M | -27.7% | +18.2% | -45.9% | -32.4% |
| YTD | -6.6% | +27.9% | -34.6% | -14.3% |
| 1Y | +11.7% | +28.3% | -16.7% | +1.5% |
| All | +11.7% | +28.1% | -16.4% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling