+2,097.3%
CRS vs EXR
+3,095.3%
-998.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.4% |
| 7D | +4.4% | -1.1% | +5.5% | +5.0% |
| 30D | -19.1% | +18.8% | -37.9% | -26.2% |
| 3M | -43.2% | +9.9% | -53.2% | -46.2% |
| 6M | -28.9% | +12.6% | -41.5% | -33.8% |
| YTD | -3.0% | +26.5% | -29.5% | -15.1% |
| 1Y | -5.3% | +24.5% | -29.8% | -16.5% |
| 3Y | +363.5% | +52.4% | +311.1% | +256.8% |
| 5Y | +858.2% | -1.5% | +859.7% | +798.5% |
| 10Y | +862.9% | +216.0% | +647.0% | +341.7% |
| All | +2,097.3% | +3,095.3% | -998.0% | +131.8% |
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 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