-47.8%
CLF vs EXR
-11.8%
-35.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | +7.6% | -2.6% | +10.1% | +8.8% |
| 30D | -1.2% | -7.2% | +6.0% | +2.1% |
| 3M | -13.4% | -3.5% | -9.9% | -12.3% |
| 6M | +15.4% | -5.3% | +20.7% | +17.8% |
| YTD | -5.9% | +9.4% | -15.2% | -10.1% |
| 1Y | +18.8% | +1.3% | +17.5% | +17.6% |
| 3Y | -19.4% | +22.4% | -41.8% | -29.5% |
| All | -47.8% | -11.8% | -35.9% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling