+1,980.9%
CLS vs EXR
-1.8%
+1,982.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | +16.3% | -0.4% | +16.7% | +16.4% |
| 30D | -25.7% | +18.2% | -43.9% | -28.8% |
| 3M | -30.9% | +7.3% | -38.2% | -32.2% |
| 6M | -35.5% | +13.8% | -49.3% | -38.2% |
| YTD | -18.7% | +25.9% | -44.6% | -24.8% |
| 1Y | -17.9% | +25.8% | -43.7% | -24.1% |
| 3Y | +838.1% | +53.7% | +784.4% | +655.0% |
| All | +1,980.9% | -1.8% | +1,982.6% | +1,878.9% |
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 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