+73.4%
CL vs EXR
+221.5%
-148.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | +1.3% | +5.2% | -3.9% | -0.1% |
| 30D | +11.4% | +20.9% | -9.5% | +5.5% |
| 3M | +4.4% | +7.7% | -3.3% | +2.2% |
| 6M | +10.8% | +13.2% | -2.4% | +6.9% |
| YTD | +25.1% | +26.5% | -1.4% | +16.9% |
| 1Y | +28.0% | +27.2% | +0.8% | +19.3% |
| 3Y | +37.6% | +71.5% | -33.9% | +15.8% |
| 5Y | +39.7% | +0.4% | +39.3% | +35.2% |
| All | +73.4% | +221.5% | -148.1% | +7.7% |
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