+41.3%
COO vs EXR
+205.9%
-164.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +4.5% | +1.7% | +2.8% | +3.9% |
| 30D | +16.9% | +18.0% | -1.1% | +9.9% |
| 3M | -16.7% | +9.7% | -26.4% | -19.6% |
| 6M | +5.9% | +13.4% | -7.5% | +0.9% |
| YTD | -22.4% | +26.3% | -48.7% | -29.2% |
| 1Y | -10.1% | +27.6% | -37.7% | -18.3% |
| 3Y | -22.8% | +52.2% | -74.9% | -35.1% |
| 5Y | -41.4% | -1.1% | -40.3% | -43.4% |
| 10Y | +41.3% | +216.8% | -175.6% | -0.8% |
| All | +41.3% | +205.9% | -164.6% | -0.8% |
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