+48.9%
CIEN vs EXR
+28.1%
+20.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.1% | -12.4% | -8.8% |
| 7D | -25.0% | +11.3% | -36.3% | -24.4% |
| 30D | -30.1% | +21.2% | -51.3% | -29.9% |
| 3M | -33.8% | +8.7% | -42.5% | -33.1% |
| 6M | -49.4% | +18.2% | -67.7% | -51.0% |
| YTD | +16.4% | +27.9% | -11.5% | +12.7% |
| 1Y | +48.9% | +28.3% | +20.5% | +42.3% |
| All | +48.9% | +28.1% | +20.8% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling