+75.7%
CCJ vs EXR
+69.9%
+5.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.4% |
| 7D | -7.3% | +5.2% | -12.5% | -7.9% |
| 30D | -20.0% | +20.9% | -40.8% | -21.9% |
| 3M | -23.8% | +7.7% | -31.5% | -24.6% |
| 6M | -42.4% | +13.2% | -55.6% | -43.5% |
| YTD | -22.1% | +26.5% | -48.5% | -24.3% |
| 1Y | -20.8% | +27.2% | -48.0% | -23.1% |
| 3Y | +75.7% | +71.5% | +4.2% | +75.9% |
| All | +75.7% | +69.9% | +5.8% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling