+1,118.4%
CCJ vs EXR
+151.1%
+967.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +5.9% | -0.7% | +6.6% | +6.1% |
| 30D | +4.7% | -6.9% | +11.6% | +6.3% |
| 3M | -3.3% | -3.0% | -0.3% | -3.0% |
| 6M | -7.0% | -2.9% | -4.1% | -6.7% |
| YTD | +11.5% | +9.3% | +2.2% | +9.2% |
| 1Y | +32.3% | -0.9% | +33.2% | +31.9% |
| 3Y | +176.8% | +24.7% | +152.1% | +157.1% |
| 5Y | +351.8% | -11.7% | +363.5% | +350.6% |
| All | +1,118.4% | +151.1% | +967.3% | +1,029.2% |
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