+858.2%
CRS vs EXR
-0.9%
+859.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | +4.4% | -1.1% | +5.5% | +4.9% |
| 30D | -19.1% | +18.8% | -37.9% | -24.8% |
| 3M | -43.2% | +9.9% | -53.2% | -45.5% |
| 6M | -28.9% | +12.6% | -41.5% | -32.8% |
| YTD | -3.0% | +26.5% | -29.5% | -12.8% |
| 1Y | -5.3% | +24.5% | -29.8% | -14.3% |
| 3Y | +363.5% | +52.4% | +311.1% | +273.8% |
| 5Y | +858.2% | -1.5% | +859.7% | +779.2% |
| All | +858.2% | -0.9% | +859.1% | +779.2% |
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