+565.2%
COPX vs EXR
+151.8%
+413.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -2.3% | -1.2% | -1.2% | -2.0% |
| 30D | +0.3% | -6.2% | +6.5% | +2.3% |
| 3M | +6.8% | -7.4% | +14.2% | +9.0% |
| 6M | +7.9% | -0.5% | +8.5% | +7.7% |
| YTD | +23.7% | +8.1% | +15.7% | +20.2% |
| 1Y | +71.5% | -2.9% | +74.4% | +72.0% |
| 3Y | +149.1% | +22.9% | +126.2% | +128.3% |
| 5Y | +167.3% | -10.2% | +177.5% | +165.3% |
| All | +565.2% | +151.8% | +413.4% | +407.6% |
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