-1.8%
CMS vs EXR
+25.3%
-27.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +1.7% | -0.4% | +2.2% | +1.9% |
| 30D | +6.2% | +18.2% | -12.0% | -0.2% |
| 3M | +0.6% | +7.3% | -6.7% | -2.2% |
| 6M | -1.8% | +13.8% | -15.6% | -6.3% |
| YTD | +3.8% | +25.9% | -22.1% | -4.1% |
| 1Y | -1.8% | +25.8% | -27.6% | -9.2% |
| All | -1.8% | +25.3% | -27.0% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling