+193.1%
COPX vs EXR
-13.9%
+207.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.5% | +1.8% |
| 7D | +6.0% | -3.1% | +9.0% | +7.1% |
| 30D | +6.4% | -7.5% | +14.0% | +9.3% |
| 3M | +19.3% | -7.5% | +26.8% | +22.0% |
| 6M | +16.2% | -5.2% | +21.4% | +17.8% |
| YTD | +33.2% | +6.5% | +26.6% | +29.6% |
| 1Y | +90.2% | -2.0% | +92.3% | +90.0% |
| 3Y | +175.7% | +21.5% | +154.1% | +151.3% |
| 5Y | +193.1% | -11.5% | +204.6% | +185.5% |
| All | +193.1% | -13.9% | +207.0% | +185.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling