+470.0%
CL vs EXR
+2,662.2%
-2,192.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.2% |
| 7D | -2.2% | -2.6% | +0.4% | -1.6% |
| 30D | -4.8% | -7.2% | +2.4% | -3.3% |
| 3M | +4.9% | -3.5% | +8.4% | +5.7% |
| 6M | -5.7% | -5.3% | -0.4% | -4.6% |
| YTD | +14.4% | +9.4% | +5.0% | +12.0% |
| 1Y | +8.7% | +1.3% | +7.4% | +8.2% |
| 3Y | +30.0% | +22.4% | +7.6% | +22.5% |
| 5Y | +28.4% | -12.2% | +40.6% | +28.0% |
| 10Y | +50.1% | +148.6% | -98.5% | +17.6% |
| All | +470.0% | +2,662.2% | -2,192.2% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling