+138.1%
CMS vs EXR
+205.9%
-67.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.5% | +1.7% | -1.2% | -0.2% |
| 30D | +7.4% | +18.0% | -10.6% | +1.0% |
| 3M | +1.9% | +9.7% | -7.8% | -1.7% |
| 6M | -2.3% | +13.4% | -15.8% | -6.9% |
| YTD | +3.0% | +26.3% | -23.3% | -6.0% |
| 1Y | -2.8% | +27.6% | -30.3% | -11.6% |
| 3Y | +37.9% | +52.2% | -14.3% | +13.5% |
| 5Y | +34.0% | -1.1% | +35.0% | +27.8% |
| 10Y | +138.1% | +216.8% | -78.7% | +37.8% |
| All | +138.1% | +205.9% | -67.7% | +37.8% |
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