-44.7%
CMCSA vs EXR
-10.8%
-33.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -2.1% | -2.6% | +0.5% | -1.5% |
| 30D | +7.0% | -7.2% | +14.2% | +8.9% |
| 3M | +15.1% | -3.5% | +18.6% | +16.1% |
| 6M | -15.4% | -5.3% | -10.1% | -14.3% |
| YTD | -1.9% | +9.4% | -11.2% | -4.0% |
| 1Y | -12.7% | +1.3% | -14.0% | -13.2% |
| 3Y | -31.0% | +22.4% | -53.4% | -35.2% |
| All | -44.7% | -10.8% | -33.9% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling