+662.3%
CRH vs EXR
+2,606.7%
-1,944.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.2% |
| 7D | -4.8% | -3.2% | -1.5% | -3.4% |
| 30D | -13.1% | -6.9% | -6.2% | -10.4% |
| 3M | -12.0% | -7.8% | -4.2% | -8.9% |
| 6M | -16.9% | -4.9% | -12.0% | -15.1% |
| YTD | -29.0% | +7.2% | -36.1% | -31.3% |
| 1Y | -20.3% | -1.5% | -18.8% | -20.4% |
| 3Y | +69.2% | +22.3% | +47.0% | +49.7% |
| 5Y | +94.6% | -10.9% | +105.6% | +92.7% |
| 10Y | +250.3% | +149.5% | +100.8% | +105.6% |
| All | +662.3% | +2,606.7% | -1,944.4% | +51.8% |
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 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