-29.6%
CLS vs EXR
+28.1%
-57.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.1% | -12.1% | -7.7% |
| 7D | -21.1% | +11.3% | -32.4% | -17.5% |
| 30D | -38.2% | +21.2% | -59.4% | -33.5% |
| 3M | -36.3% | +8.7% | -45.0% | -33.7% |
| 6M | -43.8% | +18.2% | -62.0% | -41.0% |
| YTD | -20.0% | +27.9% | -48.0% | -14.3% |
| 1Y | -29.6% | +28.3% | -57.9% | -24.7% |
| All | -29.6% | +28.1% | -57.6% | -24.7% |
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