-37.8%
COO vs EXR
-11.8%
-26.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -2.2% | -2.6% | +0.3% | -1.1% |
| 30D | -7.0% | -7.2% | +0.2% | -4.1% |
| 3M | +12.2% | -3.5% | +15.7% | +13.8% |
| 6M | -15.1% | -5.3% | -9.8% | -13.4% |
| YTD | -15.1% | +9.4% | -24.4% | -18.5% |
| 1Y | +2.3% | +1.3% | +1.0% | +1.2% |
| 3Y | -23.7% | +22.4% | -46.1% | -31.5% |
| All | -37.8% | -11.8% | -26.0% | -35.2% |
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