+257.6%
CP vs EXR
+215.3%
+42.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +2.8% | +2.7% | +0.1% | +1.9% |
| 30D | +11.3% | +18.9% | -7.6% | +5.0% |
| 3M | +2.9% | +8.4% | -5.5% | +0.1% |
| 6M | +9.8% | +14.3% | -4.5% | +4.8% |
| YTD | +28.5% | +27.2% | +1.3% | +18.4% |
| 1Y | +33.5% | +25.9% | +7.6% | +23.4% |
| 3Y | +31.9% | +54.6% | -22.7% | +12.2% |
| 5Y | +25.5% | -0.6% | +26.1% | +20.6% |
| 10Y | +257.6% | +208.5% | +49.1% | +165.7% |
| All | +257.6% | +215.3% | +42.3% | +165.7% |
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