-41.0%
CCL vs EXR
+147.0%
-188.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | -20.0% | -6.9% | -13.0% | -17.4% |
| 3M | -13.7% | -3.0% | -10.7% | -12.6% |
| 6M | -9.0% | -2.9% | -6.1% | -7.6% |
| YTD | -22.8% | +9.3% | -32.1% | -25.6% |
| 1Y | -25.3% | -0.9% | -24.4% | -25.2% |
| 3Y | +54.1% | +24.7% | +29.4% | +38.1% |
| 5Y | +3.5% | -11.7% | +15.2% | +4.1% |
| 10Y | -41.0% | +148.4% | -189.4% | -54.2% |
| All | -41.0% | +147.0% | -188.0% | -54.2% |
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 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