-40.4%
COO vs EXR
-2.2%
-38.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.9% |
| 7D | -2.1% | -1.2% | -0.9% | -1.6% |
| 30D | +13.9% | +18.3% | -4.4% | +6.2% |
| 3M | -18.9% | +9.1% | -28.0% | -21.9% |
| 6M | +3.7% | +11.7% | -8.0% | -1.1% |
| YTD | -24.1% | +25.7% | -49.8% | -31.4% |
| 1Y | -14.2% | +24.9% | -39.1% | -22.3% |
| 3Y | -24.5% | +51.4% | -75.9% | -38.3% |
| 5Y | -40.4% | -1.9% | -38.5% | -41.3% |
| All | -40.4% | -2.2% | -38.3% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling