-29.4%
CCL vs EXR
+217.4%
-246.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.5% | -1.1% | -0.4% | -1.0% |
| 30D | +16.5% | +18.8% | -2.3% | +8.0% |
| 3M | +11.2% | +9.9% | +1.3% | +6.8% |
| 6M | +22.6% | +12.6% | +10.0% | +16.4% |
| YTD | +2.6% | +26.5% | -23.9% | -7.2% |
| 1Y | +17.0% | +24.5% | -7.5% | +6.5% |
| 3Y | +145.5% | +52.4% | +93.1% | +102.1% |
| 5Y | +36.1% | -1.5% | +37.6% | +30.1% |
| 10Y | -29.4% | +216.0% | -245.4% | -48.0% |
| All | -29.4% | +217.4% | -246.9% | -48.0% |
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