+324.8%
COPX vs EXR
+215.7%
+109.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.6% | -3.1% |
| 7D | +1.1% | -1.2% | +2.3% | +1.5% |
| 30D | -15.9% | +18.3% | -34.2% | -20.4% |
| 3M | -19.6% | +9.1% | -28.6% | -21.9% |
| 6M | -21.5% | +11.7% | -33.3% | -24.7% |
| YTD | -0.8% | +25.7% | -26.4% | -8.3% |
| 1Y | +15.2% | +24.9% | -9.7% | +6.6% |
| 3Y | +134.7% | +51.4% | +83.3% | +101.0% |
| 5Y | +111.3% | -1.9% | +113.2% | +103.4% |
| All | +324.8% | +215.7% | +109.1% | +210.8% |
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