+886.7%
COP vs EXR
+3,094.9%
-2,208.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -11.5% | +5.2% | -16.7% | -13.0% |
| 30D | +5.0% | +20.9% | -15.9% | -0.9% |
| 3M | +17.5% | +7.7% | +9.8% | +14.6% |
| 6M | +16.2% | +13.2% | +3.0% | +11.5% |
| YTD | +48.8% | +26.5% | +22.3% | +37.2% |
| 1Y | +64.1% | +27.2% | +36.9% | +51.0% |
| 3Y | +25.7% | +71.5% | -45.9% | +3.0% |
| 5Y | +114.4% | +0.4% | +114.0% | +102.4% |
| 10Y | +331.7% | +225.2% | +106.5% | +167.8% |
| All | +886.7% | +3,094.9% | -2,208.2% | +159.3% |
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