+1,026.0%
CCI vs EXR
+3,090.1%
-2,064.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | +3.2% | +1.7% | +1.5% | +2.5% |
| 30D | +12.2% | +18.0% | -5.9% | +4.3% |
| 3M | +23.1% | +9.7% | +13.5% | +18.2% |
| 6M | +1.3% | +13.4% | -12.2% | -4.3% |
| YTD | +4.5% | +26.3% | -21.8% | -5.7% |
| 1Y | +2.3% | +27.6% | -25.2% | -8.1% |
| 3Y | +9.8% | +52.2% | -42.4% | -9.8% |
| 5Y | -36.5% | -1.1% | -35.4% | -38.4% |
| 10Y | +64.7% | +216.8% | -152.1% | -3.6% |
| All | +1,026.0% | +3,090.1% | -2,064.1% | +143.0% |
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