-60.3%
CSGP vs EXR
+69.9%
-130.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.4% |
| 7D | +1.3% | +5.2% | -3.9% | -0.7% |
| 30D | +10.7% | +20.9% | -10.2% | +3.1% |
| 3M | +3.3% | +7.7% | -4.4% | +0.3% |
| 6M | -10.3% | +13.2% | -23.5% | -14.2% |
| YTD | -54.6% | +26.5% | -81.0% | -58.4% |
| 1Y | -54.6% | +27.2% | -81.8% | -58.6% |
| 3Y | -60.3% | +71.5% | -131.9% | -66.4% |
| All | -60.3% | +69.9% | -130.2% | -66.4% |
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