+1,371.1%
CMS vs EXR
+3,113.6%
-1,742.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.3% |
| 7D | +1.7% | +6.8% | -5.1% | -0.3% |
| 30D | +8.6% | +19.6% | -11.0% | +3.0% |
| 3M | -0.5% | +8.0% | -8.4% | -2.8% |
| 6M | -4.2% | +17.2% | -21.3% | -8.7% |
| YTD | +3.4% | +27.2% | -23.8% | -4.0% |
| 1Y | +0.4% | +26.1% | -25.6% | -6.6% |
| 3Y | +38.2% | +70.7% | -32.5% | +15.1% |
| 5Y | +35.4% | +1.0% | +34.4% | +29.5% |
| 10Y | +131.7% | +227.1% | -95.4% | +55.5% |
| All | +1,371.1% | +3,113.6% | -1,742.5% | +415.2% |
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