+167.0%
CMI vs EXR
-13.9%
+180.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.5% |
| 7D | +0.7% | -3.1% | +3.8% | +1.5% |
| 30D | -12.3% | -7.5% | -4.8% | -10.5% |
| 3M | -16.8% | -7.5% | -9.3% | -15.4% |
| 6M | +1.5% | -5.2% | +6.7% | +2.4% |
| YTD | +9.8% | +6.5% | +3.3% | +7.3% |
| 1Y | +42.6% | -2.0% | +44.6% | +42.1% |
| 3Y | +151.0% | +21.5% | +129.5% | +134.1% |
| 5Y | +167.0% | -11.5% | +178.5% | +162.9% |
| All | +167.0% | -13.9% | +180.9% | +162.9% |
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