+40.9%
COO vs EXR
+215.3%
-174.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.3% |
| 7D | +4.3% | +2.7% | +1.6% | +3.3% |
| 30D | +17.6% | +18.9% | -1.4% | +10.2% |
| 3M | -13.9% | +8.4% | -22.2% | -16.5% |
| 6M | +6.6% | +14.3% | -7.8% | +1.2% |
| YTD | -22.0% | +27.2% | -49.2% | -29.0% |
| 1Y | -8.8% | +25.9% | -34.7% | -16.7% |
| 3Y | -21.5% | +54.6% | -76.1% | -34.4% |
| 5Y | -41.0% | -0.6% | -40.4% | -43.2% |
| 10Y | +40.9% | +208.5% | -167.6% | -1.5% |
| All | +40.9% | +215.3% | -174.4% | -1.5% |
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