+116.9%
JCI vs EXR
-11.8%
+128.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +3.8% | -2.6% | +6.4% | +4.6% |
| 30D | -5.7% | -7.2% | +1.5% | -3.8% |
| 3M | -1.4% | -3.5% | +2.1% | -0.8% |
| 6M | +4.1% | -5.3% | +9.4% | +5.2% |
| YTD | +21.7% | +9.4% | +12.4% | +17.9% |
| 1Y | +36.1% | +1.3% | +34.8% | +34.4% |
| 3Y | +154.4% | +22.4% | +132.0% | +131.0% |
| All | +116.9% | -11.8% | +128.7% | +117.5% |
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