+342.9%
CCJ vs EXR
-13.9%
+356.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.8% |
| 7D | +4.2% | -3.1% | +7.3% | +5.1% |
| 30D | +3.2% | -7.5% | +10.7% | +5.4% |
| 3M | -1.8% | -7.5% | +5.7% | 0.0% |
| 6M | -13.5% | -5.2% | -8.4% | -12.6% |
| YTD | +9.7% | +6.5% | +3.2% | +7.4% |
| 1Y | +30.0% | -2.0% | +32.0% | +29.8% |
| 3Y | +172.6% | +21.5% | +151.1% | +143.2% |
| 5Y | +342.9% | -11.5% | +354.5% | +291.3% |
| All | +342.9% | -13.9% | +356.8% | +291.3% |
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