+157.0%
CCJ vs EXR
-0.3%
+157.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | -7.3% | +5.2% | -12.5% | -8.6% |
| 30D | -20.0% | +20.9% | -40.8% | -24.1% |
| 3M | -23.8% | +7.7% | -31.5% | -25.5% |
| 6M | -42.4% | +13.2% | -55.6% | -44.6% |
| YTD | -22.1% | +26.5% | -48.5% | -27.3% |
| 1Y | -20.8% | +27.2% | -48.0% | -26.3% |
| 3Y | +75.7% | +71.5% | +4.2% | +39.1% |
| All | +157.0% | -0.3% | +157.3% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling