+10,121.6%
CRM vs EXR
+2,590.4%
+7,531.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.9% |
| 7D | -5.0% | -3.1% | -1.9% | -3.7% |
| 30D | +23.6% | -7.5% | +31.1% | +27.8% |
| 3M | +39.6% | -7.5% | +47.1% | +44.5% |
| 6M | +23.4% | -5.2% | +28.6% | +25.4% |
| YTD | -7.4% | +6.5% | -13.9% | -11.0% |
| 1Y | -2.3% | -2.0% | -0.3% | -3.1% |
| 3Y | +10.5% | +21.5% | -11.0% | -4.3% |
| 5Y | -4.7% | -11.5% | +6.8% | -6.4% |
| 10Y | +234.7% | +148.0% | +86.8% | +92.1% |
| All | +10,121.6% | +2,590.4% | +7,531.1% | +1,761.8% |
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