+377.1%
CMCSA vs EXR
+2,662.2%
-2,285.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -2.1% | -2.6% | +0.5% | -1.2% |
| 30D | +7.0% | -7.2% | +14.2% | +9.8% |
| 3M | +15.1% | -3.5% | +18.6% | +16.5% |
| 6M | -15.4% | -5.3% | -10.1% | -13.9% |
| YTD | -1.9% | +9.4% | -11.2% | -5.3% |
| 1Y | -12.7% | +1.3% | -14.0% | -13.6% |
| 3Y | -31.0% | +22.4% | -53.4% | -37.9% |
| 5Y | -46.1% | -12.2% | -33.9% | -46.9% |
| 10Y | +10.8% | +148.6% | -137.7% | -29.5% |
| All | +377.1% | +2,662.2% | -2,285.2% | +7.8% |
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