+250.7%
CP vs EXR
+205.9%
+44.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +2.8% | +1.7% | +1.1% | +2.2% |
| 30D | +11.0% | +18.0% | -7.0% | +5.0% |
| 3M | +3.8% | +9.7% | -5.8% | +0.6% |
| 6M | +9.5% | +13.4% | -4.0% | +4.8% |
| YTD | +28.2% | +26.3% | +1.9% | +18.4% |
| 1Y | +33.0% | +27.6% | +5.4% | +22.3% |
| 3Y | +35.5% | +52.2% | -16.6% | +15.8% |
| 5Y | +25.8% | -1.1% | +26.9% | +21.1% |
| 10Y | +250.7% | +216.8% | +33.9% | +161.2% |
| All | +250.7% | +205.9% | +44.9% | +161.2% |
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 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