+78.8%
CPB vs EXR
+3,114.4%
-3,035.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +3.3% | +2.7% | +0.6% | +2.8% |
| 30D | +19.0% | +18.9% | +0.1% | +15.6% |
| 3M | +0.4% | +8.4% | -7.9% | -0.9% |
| 6M | +13.0% | +14.3% | -1.3% | +10.5% |
| YTD | -12.7% | +27.2% | -40.0% | -16.2% |
| 1Y | -20.9% | +25.9% | -46.8% | -23.9% |
| 3Y | -35.4% | +54.6% | -90.0% | -40.2% |
| 5Y | -32.3% | -0.6% | -31.7% | -33.7% |
| 10Y | -40.5% | +208.5% | -249.1% | -52.3% |
| All | +78.8% | +3,114.4% | -3,035.5% | +4.5% |
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