+43.4%
CL vs EXR
-1.8%
+45.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +3.2% | -0.4% | +3.7% | +3.3% |
| 30D | +8.0% | +18.2% | -10.2% | +4.1% |
| 3M | +7.9% | +7.3% | +0.5% | +6.1% |
| 6M | +14.7% | +13.8% | +0.9% | +11.4% |
| YTD | +29.2% | +25.9% | +3.2% | +22.7% |
| 1Y | +29.5% | +25.8% | +3.7% | +23.1% |
| 3Y | +40.7% | +53.7% | -13.0% | +28.9% |
| All | +43.4% | -1.8% | +45.1% | +45.4% |
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