+190.5%
COPX vs EXR
+1,714.2%
-1,523.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -4.0% | -2.6% | -1.4% | -2.9% |
| 30D | +4.5% | -7.2% | +11.7% | +7.8% |
| 3M | +0.8% | -3.5% | +4.3% | +1.8% |
| 6M | +3.2% | -5.3% | +8.5% | +5.2% |
| YTD | +26.7% | +9.4% | +17.4% | +21.4% |
| 1Y | +85.7% | +1.3% | +84.4% | +83.1% |
| 3Y | +151.2% | +22.4% | +128.7% | +122.2% |
| 5Y | +170.0% | -12.2% | +182.2% | +168.2% |
| 10Y | +572.9% | +148.6% | +424.3% | +268.1% |
| All | +190.5% | +1,714.2% | -1,523.7% | -70.1% |
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