+240.0%
COF vs EXR
+149.6%
+90.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -6.1% | -3.2% | -2.9% | -4.9% |
| 30D | -5.2% | -6.9% | +1.7% | -2.6% |
| 3M | +17.0% | -7.8% | +24.8% | +20.5% |
| 6M | +12.9% | -4.9% | +17.8% | +14.7% |
| YTD | -13.5% | +7.2% | -20.7% | -16.2% |
| 1Y | -5.9% | -1.5% | -4.4% | -6.0% |
| 3Y | +117.1% | +22.3% | +94.9% | +92.6% |
| 5Y | +45.4% | -10.9% | +56.3% | +43.7% |
| All | +240.0% | +149.6% | +90.4% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling