+1,438.7%
CIEN vs EXR
+147.0%
+1,291.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.3% |
| 7D | -5.3% | -0.7% | -4.6% | -5.1% |
| 30D | -17.2% | -6.9% | -10.3% | -15.6% |
| 3M | -26.9% | -3.0% | -23.9% | -26.8% |
| 6M | +16.0% | -2.9% | +19.0% | +16.2% |
| YTD | +45.9% | +9.3% | +36.7% | +41.2% |
| 1Y | +186.8% | -0.9% | +187.7% | +184.6% |
| 3Y | +607.8% | +24.7% | +583.1% | +542.7% |
| 5Y | +506.7% | -11.7% | +518.4% | +500.4% |
| 10Y | +1,438.7% | +148.4% | +1,290.3% | +1,061.3% |
| All | +1,438.7% | +147.0% | +1,291.7% | +1,061.3% |
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 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