+364.9%
JCI vs EXR
+3,095.3%
-2,730.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +2.9% | -1.1% | +4.0% | +3.3% |
| 30D | -6.9% | +18.8% | -25.7% | -12.6% |
| 3M | -6.3% | +9.9% | -16.2% | -9.7% |
| 6M | +2.6% | +12.6% | -10.1% | -2.4% |
| YTD | +21.8% | +26.5% | -4.7% | +11.0% |
| 1Y | +19.6% | +24.5% | -4.9% | +9.5% |
| 3Y | +194.9% | +52.4% | +142.5% | +144.9% |
| 5Y | +108.1% | -1.5% | +109.7% | +97.4% |
| 10Y | +307.6% | +216.0% | +91.7% | +142.1% |
| All | +364.9% | +3,095.3% | -2,730.4% | +2.6% |
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