+44.6%
COP vs EXR
+1.1%
+43.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -1.1% |
| 7D | +3.0% | -2.6% | +5.6% | +2.9% |
| 30D | +17.5% | -7.2% | +24.7% | +17.1% |
| 3M | +13.4% | -3.5% | +16.9% | +13.1% |
| 6M | +17.7% | -5.3% | +23.0% | +19.6% |
| YTD | +46.6% | +9.4% | +37.2% | +43.5% |
| 1Y | +44.6% | +1.3% | +43.3% | +40.1% |
| All | +44.6% | +1.1% | +43.5% | +40.1% |
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 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