-1.4%
CMS vs EXR
+26.1%
-27.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -1.3% | +5.2% | -6.5% | -3.2% |
| 30D | +6.3% | +20.9% | -14.6% | -0.8% |
| 3M | -2.1% | +7.7% | -9.8% | -4.9% |
| 6M | -5.1% | +13.2% | -18.3% | -9.3% |
| YTD | +1.3% | +26.5% | -25.2% | -6.5% |
| 1Y | -1.4% | +27.2% | -28.6% | -8.7% |
| All | -1.4% | +26.1% | -27.5% | -8.7% |
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