+1,147.8%
CCJ vs EXR
+2,662.2%
-1,514.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +0.7% | -2.6% | +3.3% | +1.6% |
| 30D | +6.9% | -7.2% | +14.1% | +9.6% |
| 3M | -11.6% | -3.5% | -8.1% | -11.0% |
| 6M | -16.2% | -5.3% | -10.9% | -14.9% |
| YTD | +10.1% | +9.4% | +0.8% | +6.3% |
| 1Y | +32.3% | +1.3% | +31.0% | +30.6% |
| 3Y | +171.3% | +22.4% | +148.9% | +142.0% |
| 5Y | +372.4% | -12.2% | +384.6% | +368.1% |
| 10Y | +1,070.0% | +148.6% | +921.5% | +637.7% |
| All | +1,147.8% | +2,662.2% | -1,514.5% | +159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling