+222.5%
CP vs EXR
+148.5%
+74.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.7% |
| 7D | -2.7% | -2.6% | -0.1% | -1.8% |
| 30D | +0.2% | -7.2% | +7.4% | +2.6% |
| 3M | +2.6% | -3.5% | +6.1% | +3.7% |
| 6M | +6.0% | -5.3% | +11.3% | +7.7% |
| YTD | +24.9% | +9.4% | +15.6% | +21.3% |
| 1Y | +20.1% | +1.3% | +18.8% | +19.2% |
| 3Y | +16.4% | +22.4% | -6.0% | +7.0% |
| 5Y | +31.7% | -12.2% | +44.0% | +32.1% |
| All | +222.5% | +148.5% | +74.1% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling