+84.1%
CL vs EXR
+217.4%
-133.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.8% | -1.1% | +0.4% | -0.4% |
| 30D | +9.5% | +18.8% | -9.2% | +4.4% |
| 3M | +6.8% | +9.9% | -3.1% | +3.9% |
| 6M | +14.3% | +12.6% | +1.7% | +10.4% |
| YTD | +27.0% | +26.5% | +0.5% | +18.6% |
| 1Y | +26.3% | +24.5% | +1.8% | +18.5% |
| 3Y | +39.3% | +52.4% | -13.2% | +21.6% |
| 5Y | +41.5% | -1.5% | +43.0% | +37.9% |
| 10Y | +84.1% | +216.0% | -131.9% | +17.1% |
| All | +84.1% | +217.4% | -133.3% | +17.1% |
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