+380.2%
CRL vs EXR
+221.5%
+158.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.6% | +8.4% | +8.1% |
| 7D | -6.1% | +5.2% | -11.3% | -8.3% |
| 30D | +12.4% | +20.9% | -8.5% | +3.2% |
| 3M | +27.1% | +7.7% | +19.4% | +22.5% |
| 6M | +85.7% | +13.2% | +72.5% | +74.9% |
| YTD | +69.2% | +26.5% | +42.7% | +51.1% |
| 1Y | +97.5% | +27.2% | +70.3% | +75.9% |
| 3Y | +86.1% | +71.5% | +14.6% | +44.3% |
| 5Y | -10.0% | +0.4% | -10.4% | -13.9% |
| All | +380.2% | +221.5% | +158.7% | +230.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling