+45.2%
COO vs EXR
+147.0%
-101.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | -2.3% | -0.7% | -1.6% | -2.0% |
| 30D | -8.8% | -6.9% | -1.9% | -6.3% |
| 3M | +1.3% | -3.0% | +4.3% | +2.5% |
| 6M | -11.6% | -2.9% | -8.6% | -10.7% |
| YTD | -17.4% | +9.3% | -26.7% | -20.3% |
| 1Y | -1.6% | -0.9% | -0.7% | -1.7% |
| 3Y | -22.6% | +24.7% | -47.3% | -30.1% |
| 5Y | -40.3% | -11.7% | -28.7% | -39.8% |
| 10Y | +45.2% | +148.4% | -103.2% | +6.5% |
| All | +45.2% | +147.0% | -101.8% | +6.5% |
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 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