+1,146.8%
CIEN vs EXR
+216.3%
+930.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.6% |
| 7D | +15.3% | -0.4% | +15.7% | +15.4% |
| 30D | -22.0% | +18.2% | -40.2% | -25.6% |
| 3M | -36.6% | +7.3% | -44.0% | -38.0% |
| 6M | -51.5% | +13.8% | -65.3% | -53.6% |
| YTD | +20.0% | +25.9% | -6.0% | +11.4% |
| 1Y | +44.5% | +25.8% | +18.6% | +34.1% |
| 3Y | +539.0% | +53.7% | +485.3% | +447.5% |
| 5Y | +356.8% | -1.8% | +358.6% | +338.0% |
| All | +1,146.8% | +216.3% | +930.5% | +830.0% |
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