+2,059.0%
CRS vs EXR
+3,075.0%
-1,016.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | +7.4% | -1.2% | +8.6% | +8.1% |
| 30D | -21.2% | +18.3% | -39.5% | -28.0% |
| 3M | -43.3% | +9.1% | -52.3% | -46.1% |
| 6M | -29.4% | +11.7% | -41.1% | -34.1% |
| YTD | -4.7% | +25.7% | -30.4% | -16.3% |
| 1Y | -9.6% | +24.9% | -34.5% | -20.4% |
| 3Y | +355.5% | +51.4% | +304.0% | +251.7% |
| 5Y | +826.6% | -1.9% | +828.5% | +770.7% |
| 10Y | +846.1% | +214.0% | +632.2% | +335.5% |
| All | +2,059.0% | +3,075.0% | -1,016.0% | +128.5% |
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