+34.6%
CP vs EXR
+26.1%
+8.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | +2.8% | +5.2% | -2.4% | +0.2% |
| 30D | +10.2% | +20.9% | -10.7% | +0.2% |
| 3M | +2.4% | +7.7% | -5.4% | -1.4% |
| 6M | +7.7% | +13.2% | -5.5% | +1.0% |
| YTD | +26.0% | +26.5% | -0.5% | +11.5% |
| 1Y | +34.6% | +27.2% | +7.4% | +18.5% |
| All | +34.6% | +26.1% | +8.5% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling