+582.4%
CRL vs EXR
+2,662.2%
-2,079.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.3% |
| 7D | -1.0% | -2.6% | +1.5% | -0.2% |
| 30D | +10.7% | -7.2% | +17.8% | +13.3% |
| 3M | +55.3% | -3.5% | +58.8% | +56.8% |
| 6M | +60.7% | -5.3% | +65.9% | +63.1% |
| YTD | +44.6% | +9.4% | +35.3% | +40.1% |
| 1Y | +77.7% | +1.3% | +76.4% | +76.3% |
| 3Y | +37.6% | +22.4% | +15.2% | +28.0% |
| 5Y | -35.8% | -12.2% | -23.6% | -34.6% |
| 10Y | +241.7% | +148.6% | +93.2% | +155.1% |
| All | +582.4% | +2,662.2% | -2,079.9% | +158.9% |
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 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