+155.5%
CMI vs EXR
+24.5%
+130.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | -12.5% | -6.9% | -5.6% | -10.8% |
| 3M | -16.2% | -3.0% | -13.2% | -16.0% |
| 6M | +4.9% | -2.9% | +7.8% | +4.9% |
| YTD | +11.1% | +9.3% | +1.9% | +7.5% |
| 1Y | +43.4% | -0.9% | +44.3% | +42.2% |
| All | +155.5% | +24.5% | +130.9% | +144.3% |
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