-23.9%
COO vs EXR
+54.2%
-78.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.3% | -1.1% | -1.2% | -1.8% |
| 30D | +13.3% | +18.8% | -5.5% | +5.4% |
| 3M | -18.1% | +9.9% | -28.0% | -21.3% |
| 6M | +6.7% | +12.6% | -5.9% | +1.3% |
| YTD | -23.2% | +26.5% | -49.7% | -30.9% |
| 1Y | -12.3% | +24.5% | -36.8% | -20.5% |
| All | -23.9% | +54.2% | -78.1% | -38.0% |
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