+18.8%
CLF vs EXR
+1.1%
+17.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.6% |
| 7D | +7.6% | -2.6% | +10.1% | +9.3% |
| 30D | -1.2% | -7.2% | +6.0% | +3.5% |
| 3M | -13.4% | -3.5% | -9.9% | -12.2% |
| 6M | +15.4% | -5.3% | +20.7% | +18.3% |
| YTD | -5.9% | +9.4% | -15.2% | -16.1% |
| 1Y | +18.8% | +1.3% | +17.5% | +14.9% |
| All | +18.8% | +1.1% | +17.7% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling