+537.3%
CL vs EXR
+3,113.6%
-2,576.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +5.9% | +6.8% | -0.9% | +4.4% |
| 30D | +13.8% | +19.6% | -5.8% | +9.3% |
| 3M | +6.4% | +8.0% | -1.6% | +4.6% |
| 6M | +15.6% | +17.2% | -1.5% | +11.6% |
| YTD | +27.9% | +27.2% | +0.7% | +21.1% |
| 1Y | +31.4% | +26.1% | +5.3% | +24.6% |
| 3Y | +41.4% | +70.7% | -29.3% | +24.0% |
| 5Y | +42.8% | +1.0% | +41.8% | +38.1% |
| 10Y | +79.7% | +227.1% | -147.4% | +33.1% |
| All | +537.3% | +3,113.6% | -2,576.2% | +186.3% |
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