-12.7%
COO vs EXR
+25.3%
-38.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.6% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | +14.2% | +18.2% | -4.1% | +6.0% |
| 3M | -18.2% | +7.3% | -25.5% | -20.8% |
| 6M | +5.3% | +13.8% | -8.5% | -0.6% |
| YTD | -23.6% | +25.9% | -49.5% | -32.0% |
| 1Y | -12.7% | +25.8% | -38.5% | -22.3% |
| All | -12.7% | +25.3% | -38.0% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling