+99.7%
CLF vs EXR
+221.5%
-121.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -19.6% | +5.2% | -24.8% | -21.3% |
| 30D | -5.0% | +20.9% | -25.8% | -12.2% |
| 3M | -6.3% | +7.7% | -14.0% | -9.4% |
| 6M | +2.8% | +13.2% | -10.4% | -2.8% |
| YTD | -13.7% | +26.5% | -40.2% | -22.1% |
| 1Y | +13.6% | +27.2% | -13.6% | +2.3% |
| 3Y | -34.0% | +71.5% | -105.5% | -48.6% |
| 5Y | -48.7% | +0.4% | -49.1% | -50.8% |
| All | +99.7% | +221.5% | -121.8% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling