-17.3%
CCL vs EXR
+2,662.2%
-2,679.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.7% |
| 7D | -5.0% | -2.6% | -2.5% | -3.8% |
| 30D | -20.3% | -7.2% | -13.2% | -17.4% |
| 3M | -15.1% | -3.5% | -11.6% | -13.7% |
| 6M | -15.1% | -5.3% | -9.8% | -12.6% |
| YTD | -21.8% | +9.4% | -31.1% | -25.1% |
| 1Y | -24.8% | +1.3% | -26.1% | -25.4% |
| 3Y | +51.9% | +22.4% | +29.4% | +34.7% |
| 5Y | +4.0% | -12.2% | +16.3% | +6.0% |
| 10Y | -42.2% | +148.6% | -190.8% | -66.5% |
| All | -17.3% | +2,662.2% | -2,679.5% | -86.7% |
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