+1,324.9%
CMS vs EXR
+2,662.2%
-1,337.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +0.4% | -2.6% | +2.9% | +1.1% |
| 30D | -3.6% | -7.2% | +3.6% | -1.4% |
| 3M | -1.9% | -3.5% | +1.6% | -0.9% |
| 6M | -11.0% | -5.3% | -5.7% | -9.7% |
| YTD | +0.2% | +9.4% | -9.2% | -2.7% |
| 1Y | -1.3% | +1.3% | -2.6% | -2.2% |
| 3Y | +35.9% | +22.4% | +13.5% | +24.9% |
| 5Y | +23.1% | -12.2% | +35.3% | +22.6% |
| 10Y | +117.9% | +148.6% | -30.7% | +58.0% |
| All | +1,324.9% | +2,662.2% | -1,337.4% | +422.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling