+239.4%
CLX vs EXR
+2,662.2%
-2,422.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -9.2% | -2.6% | -6.7% | -8.7% |
| 30D | -11.0% | -7.2% | -3.9% | -9.7% |
| 3M | +5.0% | -3.5% | +8.5% | +5.8% |
| 6M | -18.8% | -5.3% | -13.5% | -17.9% |
| YTD | -4.4% | +9.4% | -13.8% | -6.1% |
| 1Y | -21.9% | +1.3% | -23.2% | -22.1% |
| 3Y | -32.8% | +22.4% | -55.2% | -36.2% |
| 5Y | -34.6% | -12.2% | -22.3% | -34.6% |
| 10Y | -4.7% | +148.6% | -153.3% | -24.1% |
| All | +239.4% | +2,662.2% | -2,422.9% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling