-42.1%
CPB vs EXR
+215.7%
-257.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.9% |
| 7D | -5.8% | -1.2% | -4.6% | -5.5% |
| 30D | +16.5% | +18.3% | -1.8% | +12.3% |
| 3M | -1.1% | +9.1% | -10.2% | -3.0% |
| 6M | +11.5% | +11.7% | -0.3% | +8.9% |
| YTD | -15.7% | +25.7% | -41.4% | -19.8% |
| 1Y | -24.7% | +24.9% | -49.6% | -28.2% |
| 3Y | -37.3% | +51.4% | -88.7% | -42.3% |
| 5Y | -35.0% | -1.9% | -33.1% | -36.3% |
| All | -42.1% | +215.7% | -257.8% | -55.2% |
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