-25.4%
COO vs EXR
+69.9%
-95.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +4.7% | +5.2% | -0.5% | +2.6% |
| 30D | +13.9% | +20.9% | -7.0% | +5.6% |
| 3M | -14.9% | +7.7% | -22.7% | -17.5% |
| 6M | +2.0% | +13.2% | -11.2% | -3.0% |
| YTD | -23.9% | +26.5% | -50.4% | -31.0% |
| 1Y | -9.6% | +27.2% | -36.8% | -18.3% |
| 3Y | -25.4% | +71.5% | -97.0% | -37.3% |
| All | -25.4% | +69.9% | -95.3% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling