-54.2%
COMP vs EXR
+49.5%
-103.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.6% | -7.6% | -7.7% |
| 7D | -1.8% | +6.8% | -8.6% | -6.9% |
| 30D | -0.8% | +19.6% | -20.3% | -14.3% |
| 3M | -28.1% | +8.0% | -36.1% | -32.3% |
| 6M | +27.0% | +17.2% | +9.8% | +11.2% |
| YTD | -12.8% | +27.2% | -40.0% | -29.0% |
| 1Y | +4.9% | +26.1% | -21.2% | -14.3% |
| 3Y | +321.0% | +70.7% | +250.3% | +149.6% |
| 5Y | -25.6% | +1.0% | -26.5% | -31.0% |
| All | -54.2% | +49.5% | -103.8% | -60.0% |
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