-64.8%
CSGP vs EXR
-11.8%
-52.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.4% |
| 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% | -55.8% |
| 1Y | -65.3% | +1.3% | -66.6% | -65.6% |
| 3Y | -62.6% | +22.4% | -85.0% | -66.3% |
| All | -64.8% | -11.8% | -52.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling