-0.8%
CRM vs EXR
-10.8%
+10.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.7% |
| 7D | -4.4% | -1.2% | -3.3% | -4.1% |
| 30D | +28.1% | -6.2% | +34.4% | +30.7% |
| 3M | +48.8% | -7.4% | +56.2% | +52.6% |
| 6M | +28.3% | -0.5% | +28.8% | +27.9% |
| YTD | -6.0% | +8.1% | -14.1% | -9.4% |
| 1Y | +1.4% | -2.9% | +4.3% | +1.3% |
| 3Y | +11.8% | +22.9% | -11.1% | -3.0% |
| All | -0.8% | -10.8% | +10.0% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling