+34.0%
CMS vs EXR
-1.3%
+35.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.5% | +1.7% | -1.2% | 0.0% |
| 30D | +7.4% | +18.0% | -10.6% | +2.3% |
| 3M | +1.9% | +9.7% | -7.8% | -0.9% |
| 6M | -2.3% | +13.4% | -15.8% | -6.0% |
| YTD | +3.0% | +26.3% | -23.3% | -4.1% |
| 1Y | -2.8% | +27.6% | -30.3% | -9.7% |
| 3Y | +37.9% | +52.2% | -14.3% | +18.9% |
| 5Y | +34.0% | -1.1% | +35.0% | +28.8% |
| All | +34.0% | -1.3% | +35.2% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling