+60.7%
COP vs EXR
+28.1%
+32.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.1% | -8.2% | -4.9% |
| 7D | -8.1% | +11.3% | -19.4% | -7.6% |
| 30D | +6.7% | +21.2% | -14.5% | +7.7% |
| 3M | +16.9% | +8.7% | +8.2% | +17.4% |
| 6M | +11.2% | +18.2% | -7.0% | +12.0% |
| YTD | +49.5% | +27.9% | +21.6% | +43.6% |
| 1Y | +60.7% | +28.3% | +32.4% | +54.0% |
| All | +60.7% | +28.1% | +32.6% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling