-31.6%
CPB vs EXR
-0.3%
-31.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +8.0% | +5.2% | +2.8% | +6.8% |
| 30D | +22.4% | +20.9% | +1.5% | +17.6% |
| 3M | +2.5% | +7.7% | -5.2% | +0.9% |
| 6M | +12.2% | +13.2% | -1.0% | +9.4% |
| YTD | -12.8% | +26.5% | -39.3% | -16.8% |
| 1Y | -19.2% | +27.2% | -46.4% | -23.0% |
| 3Y | -35.6% | +71.5% | -107.1% | -39.8% |
| All | -31.6% | -0.3% | -31.2% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling