+3,324.1%
CRS vs EXR
+2,662.2%
+661.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.3% |
| 7D | -0.2% | -2.6% | +2.3% | +1.1% |
| 30D | -16.6% | -7.2% | -9.4% | -13.4% |
| 3M | -3.5% | -3.5% | 0.0% | -2.2% |
| 6M | +15.4% | -5.3% | +20.7% | +18.2% |
| YTD | +51.2% | +9.4% | +41.8% | +43.3% |
| 1Y | +98.3% | +1.3% | +97.0% | +94.6% |
| 3Y | +651.5% | +22.4% | +629.1% | +548.0% |
| 5Y | +1,411.1% | -12.2% | +1,423.3% | +1,403.3% |
| 10Y | +1,424.3% | +148.6% | +1,275.8% | +702.8% |
| All | +3,324.1% | +2,662.2% | +661.9% | +291.2% |
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 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