-12.7%
CLX vs EXR
+69.9%
-82.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | +13.6% | +5.2% | +8.4% | +11.9% |
| 30D | +23.4% | +20.9% | +2.5% | +16.6% |
| 3M | -2.8% | +7.7% | -10.5% | -5.1% |
| 6M | +14.0% | +13.2% | +0.8% | +9.9% |
| YTD | +4.2% | +26.5% | -22.3% | -2.1% |
| 1Y | -1.2% | +27.2% | -28.4% | -7.2% |
| 3Y | -12.7% | +71.5% | -84.2% | -17.3% |
| All | -12.7% | +69.9% | -82.6% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling