+495.9%
CMI vs EXR
+149.6%
+346.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +0.8% | -3.2% | +4.0% | +1.7% |
| 30D | -12.8% | -6.9% | -5.9% | -11.2% |
| 3M | -12.4% | -7.8% | -4.6% | -10.9% |
| 6M | -0.9% | -4.9% | +4.0% | 0.0% |
| YTD | +8.9% | +7.2% | +1.7% | +6.4% |
| 1Y | +37.7% | -1.5% | +39.2% | +37.2% |
| 3Y | +148.9% | +22.3% | +126.6% | +131.3% |
| 5Y | +164.4% | -10.9% | +175.3% | +161.7% |
| All | +495.9% | +149.6% | +346.3% | +358.0% |
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