-45.0%
CPB vs EXR
+147.0%
-191.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | -8.2% | -0.7% | -7.5% | -8.1% |
| 30D | -5.6% | -6.9% | +1.3% | -4.1% |
| 3M | +3.0% | -3.0% | +6.0% | +3.8% |
| 6M | -12.7% | -2.9% | -9.8% | -12.1% |
| YTD | -18.0% | +9.3% | -27.3% | -19.5% |
| 1Y | -31.7% | -0.9% | -30.8% | -31.7% |
| 3Y | -41.0% | +24.7% | -65.7% | -43.6% |
| 5Y | -38.4% | -11.7% | -26.7% | -38.3% |
| 10Y | -45.0% | +148.4% | -193.3% | -57.6% |
| All | -45.0% | +147.0% | -191.9% | -57.6% |
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