+5,241.4%
CMI vs EXR
+2,660.5%
+2,581.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +1.9% | -0.7% | +2.6% | +2.2% |
| 30D | -12.5% | -6.9% | -5.6% | -9.6% |
| 3M | -16.2% | -3.0% | -13.2% | -15.7% |
| 6M | +4.9% | -2.9% | +7.8% | +5.5% |
| YTD | +11.1% | +9.3% | +1.9% | +5.7% |
| 1Y | +43.4% | -0.9% | +44.3% | +42.1% |
| 3Y | +154.1% | +24.7% | +129.4% | +118.2% |
| 5Y | +169.5% | -11.7% | +181.2% | +161.3% |
| 10Y | +503.8% | +148.4% | +355.4% | +213.5% |
| All | +5,241.4% | +2,660.5% | +2,581.0% | +582.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling