+4.6%
CMCSA vs EXR
+144.7%
-140.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.5% | -4.1% | -6.0% |
| 7D | -8.3% | -3.1% | -5.2% | -7.5% |
| 30D | -2.4% | -7.5% | +5.1% | -0.5% |
| 3M | +4.5% | -7.5% | +12.0% | +6.6% |
| 6M | -18.8% | -5.2% | -13.6% | -17.7% |
| YTD | -8.9% | +6.5% | -15.4% | -10.4% |
| 1Y | -18.3% | -2.0% | -16.3% | -18.1% |
| 3Y | -35.0% | +21.5% | -56.5% | -39.2% |
| 5Y | -48.2% | -11.5% | -36.6% | -48.3% |
| 10Y | +4.6% | +148.0% | -143.4% | -15.2% |
| All | +4.6% | +144.7% | -140.2% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling