+132.3%
CMS vs EXR
+215.3%
-82.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -0.9% | +2.7% | -3.6% | -1.9% |
| 30D | +7.1% | +18.9% | -11.9% | +0.4% |
| 3M | -1.3% | +8.4% | -9.6% | -4.3% |
| 6M | -2.7% | +14.3% | -17.0% | -7.5% |
| YTD | +2.6% | +27.2% | -24.6% | -6.6% |
| 1Y | -2.0% | +25.9% | -27.9% | -10.5% |
| 3Y | +39.6% | +54.6% | -15.0% | +14.2% |
| 5Y | +35.3% | -0.6% | +35.9% | +28.9% |
| 10Y | +132.3% | +208.5% | -76.2% | +34.5% |
| All | +132.3% | +215.3% | -82.9% | +34.5% |
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