+100.4%
CRL vs EXR
+53.2%
+47.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +8.9% | -1.2% | +10.1% | +9.5% |
| 30D | +14.0% | +18.3% | -4.3% | +4.5% |
| 3M | +19.8% | +9.1% | +10.8% | +14.3% |
| 6M | +102.0% | +11.7% | +90.3% | +89.9% |
| YTD | +70.8% | +25.7% | +45.2% | +49.7% |
| 1Y | +98.7% | +24.9% | +73.8% | +74.7% |
| All | +100.4% | +53.2% | +47.2% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling