+57.2%
COP vs EXR
+27.0%
+30.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -8.4% | +2.7% | -11.1% | -8.2% |
| 30D | +0.3% | +18.9% | -18.7% | +1.2% |
| 3M | +15.1% | +8.4% | +6.7% | +15.6% |
| 6M | +19.8% | +14.3% | +5.5% | +20.6% |
| YTD | +46.8% | +27.2% | +19.6% | +40.5% |
| All | +57.2% | +27.0% | +30.2% | +49.7% |
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