+1,412.7%
CRS vs EXR
+144.7%
+1,267.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.0% |
| 7D | -0.5% | -3.1% | +2.5% | +0.7% |
| 30D | -18.1% | -7.5% | -10.6% | -15.6% |
| 3M | -12.4% | -7.5% | -4.9% | -10.1% |
| 6M | +15.9% | -5.2% | +21.1% | +17.9% |
| YTD | +45.8% | +6.5% | +39.3% | +41.4% |
| 1Y | +87.8% | -2.0% | +89.8% | +87.5% |
| 3Y | +648.7% | +21.5% | +627.2% | +572.7% |
| 5Y | +1,416.6% | -11.5% | +1,428.1% | +1,420.4% |
| 10Y | +1,412.7% | +148.0% | +1,264.7% | +947.8% |
| All | +1,412.7% | +144.7% | +1,267.9% | +947.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling