+87.8%
CRS vs EXR
-2.8%
+90.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.7% |
| 7D | -0.5% | -3.1% | +2.5% | +0.4% |
| 30D | -18.1% | -7.5% | -10.6% | -16.2% |
| 3M | -12.4% | -7.5% | -4.9% | -10.5% |
| 6M | +15.9% | -5.2% | +21.1% | +15.5% |
| YTD | +45.8% | +6.5% | +39.3% | +43.6% |
| 1Y | +87.8% | -2.0% | +89.8% | +72.3% |
| All | +87.8% | -2.8% | +90.6% | +72.3% |
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