+38.6%
COO vs EXR
+221.5%
-182.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +4.7% | +5.2% | -0.5% | +2.8% |
| 30D | +13.9% | +20.9% | -7.0% | +6.1% |
| 3M | -14.9% | +7.7% | -22.7% | -17.3% |
| 6M | +2.0% | +13.2% | -11.2% | -2.7% |
| YTD | -23.9% | +26.5% | -50.4% | -30.6% |
| 1Y | -9.6% | +27.2% | -36.8% | -17.8% |
| 3Y | -25.4% | +71.5% | -97.0% | -40.2% |
| 5Y | -41.2% | +0.4% | -41.6% | -43.5% |
| All | +38.6% | +221.5% | -182.9% | -3.5% |
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