+76.3%
CL vs EXR
+215.3%
-139.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +0.5% | +2.7% | -2.2% | -0.2% |
| 30D | +11.6% | +18.9% | -7.4% | +6.2% |
| 3M | +5.6% | +8.4% | -2.8% | +3.2% |
| 6M | +13.2% | +14.3% | -1.2% | +8.8% |
| YTD | +26.9% | +27.2% | -0.3% | +18.3% |
| 1Y | +27.3% | +25.9% | +1.4% | +19.0% |
| 3Y | +39.7% | +54.6% | -14.9% | +21.4% |
| 5Y | +41.3% | -0.6% | +41.9% | +37.3% |
| 10Y | +76.3% | +208.5% | -132.2% | +10.5% |
| All | +76.3% | +215.3% | -139.0% | +10.5% |
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