+1,188.7%
CIEN vs EXR
+215.3%
+973.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.0% | +10.5% |
| 7D | -5.3% | +2.7% | -8.0% | -6.0% |
| 30D | -40.1% | +18.9% | -59.1% | -43.0% |
| 3M | -34.7% | +8.4% | -43.1% | -36.3% |
| 6M | -50.9% | +14.3% | -65.2% | -53.1% |
| YTD | +15.2% | +27.2% | -12.1% | +6.7% |
| 1Y | +35.2% | +25.9% | +9.2% | +25.5% |
| 3Y | +522.6% | +54.6% | +467.9% | +432.8% |
| 5Y | +344.2% | -0.6% | +344.8% | +324.7% |
| 10Y | +1,188.7% | +208.5% | +980.1% | +869.1% |
| All | +1,188.7% | +215.3% | +973.4% | +869.1% |
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