+40.8%
CL vs EXR
-1.3%
+42.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +2.6% | +1.7% | +0.8% | +2.2% |
| 30D | +11.8% | +18.0% | -6.3% | +7.7% |
| 3M | +5.9% | +9.7% | -3.7% | +3.7% |
| 6M | +13.3% | +13.4% | -0.1% | +10.1% |
| YTD | +27.1% | +26.3% | +0.8% | +20.7% |
| 1Y | +28.0% | +27.6% | +0.4% | +21.3% |
| 3Y | +39.4% | +52.2% | -12.8% | +28.0% |
| 5Y | +40.8% | -1.1% | +41.8% | +42.7% |
| All | +40.8% | -1.3% | +42.0% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling