+262.2%
CP vs EXR
+215.7%
+46.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +0.9% | -1.2% | +2.1% | +1.3% |
| 30D | +10.3% | +18.3% | -7.9% | +4.3% |
| 3M | +2.3% | +9.1% | -6.8% | -0.7% |
| 6M | +10.7% | +11.7% | -1.0% | +6.5% |
| YTD | +29.3% | +25.7% | +3.6% | +19.6% |
| 1Y | +31.5% | +24.9% | +6.5% | +21.8% |
| 3Y | +36.7% | +51.4% | -14.7% | +16.9% |
| 5Y | +26.8% | -1.9% | +28.7% | +22.4% |
| All | +262.2% | +215.7% | +46.5% | +168.3% |
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