-18.3%
CMCSA vs EXR
-2.8%
-15.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.5% | -4.1% | -5.7% |
| 7D | -8.3% | -3.1% | -5.2% | -7.2% |
| 30D | -2.4% | -7.5% | +5.1% | +0.4% |
| 3M | +4.5% | -7.5% | +12.0% | +7.7% |
| 6M | -18.8% | -5.2% | -13.6% | -16.7% |
| YTD | -8.9% | +6.5% | -15.4% | -10.5% |
| 1Y | -18.3% | -2.0% | -16.3% | -18.3% |
| All | -18.3% | -2.8% | -15.5% | -18.3% |
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 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