+325.1%
COP vs EXR
+147.0%
+178.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -0.8% | -0.7% | -0.2% | -0.7% |
| 30D | +15.6% | -6.9% | +22.5% | +17.3% |
| 3M | +14.3% | -3.0% | +17.3% | +14.9% |
| 6M | +17.0% | -2.9% | +19.9% | +17.1% |
| YTD | +47.4% | +9.3% | +38.2% | +43.5% |
| 1Y | +52.4% | -0.9% | +53.3% | +51.5% |
| 3Y | +20.8% | +24.7% | -3.9% | +11.9% |
| 5Y | +191.7% | -11.7% | +203.4% | +188.5% |
| 10Y | +325.1% | +148.4% | +176.7% | +243.4% |
| All | +325.1% | +147.0% | +178.1% | +243.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling