+43.1%
CLBK vs EXR
-10.8%
+53.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | +7.8% | -6.9% | +14.7% | +9.6% |
| 3M | +23.9% | -3.0% | +26.8% | +24.7% |
| 6M | +42.3% | -2.9% | +45.3% | +43.1% |
| YTD | +65.4% | +9.3% | +56.1% | +61.6% |
| 1Y | +70.3% | -0.9% | +71.3% | +70.0% |
| 3Y | +54.5% | +24.7% | +29.8% | +45.4% |
| 5Y | +43.1% | -11.7% | +54.8% | +38.7% |
| All | +43.1% | -10.8% | +53.9% | +38.7% |
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