+123.5%
CMS vs EXR
+221.5%
-98.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -0.5% | +5.2% | -5.7% | -2.4% |
| 30D | +7.2% | +20.9% | -13.7% | -0.1% |
| 3M | -1.3% | +7.7% | -9.0% | -4.0% |
| 6M | -4.3% | +13.2% | -17.5% | -8.7% |
| YTD | +2.1% | +26.5% | -24.4% | -6.9% |
| 1Y | -0.6% | +27.2% | -27.8% | -9.6% |
| 3Y | +38.0% | +71.5% | -33.5% | +7.9% |
| 5Y | +33.6% | +0.4% | +33.2% | +26.6% |
| All | +123.5% | +221.5% | -98.0% | +29.0% |
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