-1.6%
COO vs EXR
+0.3%
-1.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.1% |
| 3M | +1.3% | -3.0% | +4.3% | +2.7% |
| 6M | -11.6% | -2.9% | -8.6% | -10.8% |
| YTD | -17.4% | +9.3% | -26.7% | -20.7% |
| 1Y | -1.6% | -0.9% | -0.7% | -1.7% |
| All | -1.6% | +0.3% | -1.9% | -1.7% |
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