+260.5%
CP vs EXR
+216.3%
+44.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +2.1% | -0.4% | +2.6% | +2.3% |
| 30D | +9.3% | +18.2% | -8.9% | +3.3% |
| 3M | +0.5% | +7.3% | -6.9% | -2.0% |
| 6M | +10.4% | +13.8% | -3.4% | +5.6% |
| YTD | +28.7% | +25.9% | +2.8% | +18.9% |
| 1Y | +33.2% | +25.8% | +7.4% | +23.1% |
| 3Y | +38.4% | +53.7% | -15.3% | +17.8% |
| 5Y | +26.2% | -1.8% | +27.9% | +21.8% |
| All | +260.5% | +216.3% | +44.2% | +166.8% |
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 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