+2,259.6%
CP vs EXR
+2,662.2%
-402.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.8% |
| 7D | -2.7% | -2.6% | -0.1% | -1.7% |
| 30D | +0.2% | -7.2% | +7.4% | +3.2% |
| 3M | +2.6% | -3.5% | +6.1% | +4.0% |
| 6M | +6.0% | -5.3% | +11.3% | +8.1% |
| YTD | +24.9% | +9.4% | +15.6% | +20.4% |
| 1Y | +20.1% | +1.3% | +18.8% | +19.0% |
| 3Y | +16.4% | +22.4% | -6.0% | +4.4% |
| 5Y | +31.7% | -12.2% | +44.0% | +31.5% |
| 10Y | +223.9% | +148.6% | +75.3% | +100.9% |
| All | +2,259.6% | +2,662.2% | -402.6% | +372.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling