+676.3%
CRS vs EXR
+23.7%
+652.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | -0.2% | -2.6% | +2.3% | +0.7% |
| 30D | -16.6% | -7.2% | -9.4% | -14.3% |
| 3M | -3.5% | -3.5% | 0.0% | -2.6% |
| 6M | +15.4% | -5.3% | +20.7% | +17.2% |
| YTD | +51.2% | +9.4% | +41.8% | +45.2% |
| 1Y | +98.3% | +1.3% | +97.0% | +95.0% |
| All | +676.3% | +23.7% | +652.6% | +607.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling