-34.0%
CCL vs EXR
+216.3%
-250.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.2% | -0.4% | -0.7% | -1.0% |
| 30D | +13.1% | +18.2% | -5.1% | +5.2% |
| 3M | +3.4% | +7.3% | -4.0% | +0.3% |
| 6M | +18.7% | +13.8% | +4.9% | +12.3% |
| YTD | -2.3% | +25.9% | -28.2% | -11.4% |
| 1Y | +14.2% | +25.8% | -11.6% | +3.6% |
| 3Y | +133.6% | +53.7% | +79.9% | +91.7% |
| 5Y | +33.5% | -1.8% | +35.3% | +27.8% |
| All | -34.0% | +216.3% | -250.3% | -50.8% |
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