+1.4%
CRM vs EXR
-0.7%
+2.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +2.0% |
| 7D | -4.4% | -1.2% | -3.3% | -4.5% |
| 30D | +28.1% | -6.2% | +34.4% | +27.6% |
| 3M | +48.8% | -7.4% | +56.2% | +47.5% |
| 6M | +28.3% | -0.5% | +28.8% | +29.5% |
| YTD | -6.0% | +8.1% | -14.1% | -5.6% |
| 1Y | +1.4% | -2.9% | +4.3% | +1.0% |
| All | +1.4% | -0.7% | +2.1% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling