+384.7%
COO vs EXR
+2,662.2%
-2,277.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -2.2% | -2.6% | +0.3% | -1.4% |
| 30D | -7.0% | -7.2% | +0.2% | -4.6% |
| 3M | +12.2% | -3.5% | +15.7% | +13.5% |
| 6M | -15.1% | -5.3% | -9.8% | -13.6% |
| YTD | -15.1% | +9.4% | -24.4% | -17.9% |
| 1Y | +2.3% | +1.3% | +1.0% | +1.5% |
| 3Y | -23.7% | +22.4% | -46.1% | -30.0% |
| 5Y | -38.9% | -12.2% | -26.7% | -38.3% |
| 10Y | +49.9% | +148.6% | -98.6% | +4.8% |
| All | +384.7% | +2,662.2% | -2,277.6% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling