+2,279.5%
CP vs EXR
+3,094.9%
-815.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +2.8% | +5.2% | -2.4% | +0.8% |
| 30D | +10.2% | +20.9% | -10.7% | +2.2% |
| 3M | +2.4% | +7.7% | -5.4% | -0.7% |
| 6M | +7.7% | +13.2% | -5.5% | +2.3% |
| YTD | +26.0% | +26.5% | -0.5% | +14.5% |
| 1Y | +34.6% | +27.2% | +7.4% | +22.0% |
| 3Y | +26.7% | +71.5% | -44.9% | -0.6% |
| 5Y | +24.9% | +0.4% | +24.5% | +18.3% |
| 10Y | +258.6% | +225.2% | +33.4% | +100.1% |
| All | +2,279.5% | +3,094.9% | -815.4% | +349.9% |
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