+115.6%
CRBG vs EXR
-13.0%
+128.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.2% |
| 7D | +0.6% | -1.2% | +1.7% | +0.9% |
| 30D | +2.6% | -6.2% | +8.8% | +4.5% |
| 3M | +24.0% | -7.4% | +31.4% | +26.5% |
| 6M | +50.5% | -0.5% | +51.1% | +50.2% |
| YTD | +17.1% | +8.1% | +9.1% | +14.3% |
| 1Y | +5.9% | -2.9% | +8.8% | +6.1% |
| 3Y | +122.7% | +22.9% | +99.8% | +102.7% |
| All | +115.6% | -13.0% | +128.6% | +117.8% |
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