+766.3%
CCJ vs EXR
+215.7%
+550.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | +5.0% | -1.2% | +6.2% | +5.3% |
| 30D | -16.7% | +18.3% | -35.0% | -19.7% |
| 3M | -27.5% | +9.1% | -36.6% | -28.9% |
| 6M | -38.6% | +11.7% | -50.4% | -40.3% |
| YTD | -21.5% | +25.7% | -47.2% | -25.4% |
| 1Y | -22.3% | +24.9% | -47.2% | -26.1% |
| 3Y | +69.9% | +51.4% | +18.4% | +51.2% |
| 5Y | +163.6% | -1.9% | +165.5% | +156.6% |
| All | +766.3% | +215.7% | +550.6% | +686.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling