+844.8%
CCJ vs EXR
+215.3%
+629.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.6% |
| 7D | +2.7% | +2.7% | 0.0% | +2.1% |
| 30D | -14.4% | +18.9% | -33.4% | -17.5% |
| 3M | -22.6% | +8.4% | -31.0% | -24.0% |
| 6M | -35.4% | +14.3% | -49.8% | -37.5% |
| YTD | -17.6% | +27.2% | -44.9% | -21.9% |
| 1Y | -18.1% | +25.9% | -44.1% | -22.3% |
| 3Y | +79.6% | +54.6% | +24.9% | +59.3% |
| 5Y | +175.3% | -0.6% | +175.9% | +167.3% |
| 10Y | +844.8% | +208.5% | +636.3% | +774.2% |
| All | +844.8% | +215.3% | +629.5% | +774.2% |
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