+1.4%
CCL vs EXR
-11.8%
+13.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.8% |
| 7D | -5.0% | -2.6% | -2.5% | -3.7% |
| 30D | -20.3% | -7.2% | -13.2% | -17.0% |
| 3M | -15.1% | -3.5% | -11.6% | -13.5% |
| 6M | -15.1% | -5.3% | -9.8% | -12.5% |
| YTD | -21.8% | +9.4% | -31.1% | -25.5% |
| 1Y | -24.8% | +1.3% | -26.1% | -25.6% |
| 3Y | +51.9% | +22.4% | +29.4% | +30.6% |
| All | +1.4% | -11.8% | +13.2% | -1.6% |
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