+63.1%
CLBK vs EXR
+154.9%
-91.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.2% | -1.1% | +3.3% | +2.4% |
| 30D | +5.0% | +18.8% | -13.8% | +0.5% |
| 3M | +3.3% | +9.9% | -6.7% | +0.7% |
| 6M | +29.6% | +12.6% | +17.0% | +25.5% |
| YTD | +62.1% | +26.5% | +35.6% | +52.3% |
| 1Y | +64.3% | +24.5% | +39.9% | +55.0% |
| 3Y | +55.6% | +52.4% | +3.2% | +38.2% |
| 5Y | +29.3% | -1.5% | +30.8% | +24.4% |
| All | +63.1% | +154.9% | -91.8% | +30.2% |
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