-62.8%
CSGP vs EXR
+22.7%
-85.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | -4.1% | -2.6% | -1.5% | -3.1% |
| 30D | +2.3% | -7.2% | +9.5% | +5.3% |
| 3M | -8.2% | -3.5% | -4.7% | -6.6% |
| 6M | -35.1% | -5.3% | -29.8% | -33.7% |
| YTD | -54.0% | +9.4% | -63.4% | -55.6% |
| 1Y | -65.3% | +1.3% | -66.6% | -65.5% |
| All | -62.8% | +22.7% | -85.5% | -65.1% |
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