+65.1%
CPB vs EXR
+2,662.2%
-2,597.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.2% |
| 7D | -8.6% | -2.6% | -6.0% | -8.2% |
| 30D | -7.2% | -7.2% | -0.1% | -6.0% |
| 3M | +0.9% | -3.5% | +4.4% | +1.6% |
| 6M | -11.8% | -5.3% | -6.5% | -11.0% |
| YTD | -19.4% | +9.4% | -28.8% | -20.6% |
| 1Y | -30.4% | +1.3% | -31.7% | -30.6% |
| 3Y | -40.2% | +22.4% | -62.6% | -42.5% |
| 5Y | -39.5% | -12.2% | -27.3% | -39.6% |
| 10Y | -47.4% | +148.6% | -196.0% | -56.3% |
| All | +65.1% | +2,662.2% | -2,597.1% | -0.9% |
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