+74.6%
CLF vs EXR
+216.3%
-141.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +10.4% | -0.4% | +10.8% | +10.6% |
| 30D | +0.6% | +18.2% | -17.7% | -6.3% |
| 3M | +4.1% | +7.3% | -3.2% | +0.8% |
| 6M | +15.1% | +13.8% | +1.3% | +8.6% |
| YTD | -4.7% | +25.9% | -30.7% | -13.8% |
| 1Y | +20.4% | +25.8% | -5.4% | +8.9% |
| 3Y | -23.4% | +53.7% | -77.1% | -37.4% |
| 5Y | -43.3% | -1.8% | -41.5% | -45.1% |
| All | +74.6% | +216.3% | -141.7% | +24.4% |
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