+126.4%
CLF vs EXR
+148.5%
-22.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.3% |
| 7D | +7.6% | -2.6% | +10.1% | +8.7% |
| 30D | -1.2% | -7.2% | +6.0% | +1.9% |
| 3M | -13.4% | -3.5% | -9.9% | -12.4% |
| 6M | +15.4% | -5.3% | +20.7% | +17.7% |
| YTD | -5.9% | +9.4% | -15.2% | -9.8% |
| 1Y | +18.8% | +1.3% | +17.5% | +17.8% |
| 3Y | -19.4% | +22.4% | -41.8% | -28.4% |
| 5Y | -47.7% | -12.2% | -35.5% | -46.8% |
| All | +126.4% | +148.5% | -22.1% | +50.9% |
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 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