-30.4%
CMCSA vs EXR
+23.6%
-54.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +3.8% | -6.9% | +10.8% | +5.4% |
| 3M | +12.3% | -3.0% | +15.3% | +13.2% |
| 6M | -15.4% | -2.9% | -12.4% | -14.8% |
| YTD | -2.5% | +9.3% | -11.8% | -4.1% |
| 1Y | -13.4% | -0.9% | -12.4% | -13.4% |
| 3Y | -30.4% | +24.7% | -55.1% | -30.1% |
| All | -30.4% | +23.6% | -54.0% | -30.1% |
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