-33.3%
CPB vs EXR
-1.8%
-31.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | -1.6% | -0.4% | -1.1% | -1.5% |
| 30D | +19.2% | +18.2% | +1.0% | +15.0% |
| 3M | -0.9% | +7.3% | -8.3% | -2.5% |
| 6M | +15.2% | +13.8% | +1.4% | +12.2% |
| YTD | -13.1% | +25.9% | -39.0% | -17.0% |
| 1Y | -22.4% | +25.8% | -48.2% | -25.9% |
| 3Y | -35.3% | +53.7% | -89.0% | -39.0% |
| All | -33.3% | -1.8% | -31.5% | -34.9% |
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