+364.7%
JCI vs EXR
+2,662.2%
-2,297.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +3.8% | -2.6% | +6.4% | +4.8% |
| 30D | -5.7% | -7.2% | +1.5% | -3.2% |
| 3M | -1.4% | -3.5% | +2.1% | -0.6% |
| 6M | +4.1% | -5.3% | +9.4% | +5.6% |
| YTD | +21.7% | +9.4% | +12.4% | +17.1% |
| 1Y | +36.1% | +1.3% | +34.8% | +34.0% |
| 3Y | +154.4% | +22.4% | +132.0% | +128.3% |
| 5Y | +112.0% | -12.2% | +124.3% | +109.6% |
| 10Y | +322.2% | +148.6% | +173.7% | +173.2% |
| All | +364.7% | +2,662.2% | -2,297.6% | +8.2% |
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