+73.7%
COR vs EXR
+69.9%
+3.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | +0.8% | +5.2% | -4.4% | +0.6% |
| 30D | +5.1% | +20.9% | -15.7% | +4.3% |
| 3M | +2.8% | +7.7% | -4.9% | +2.4% |
| 6M | +32.5% | +13.2% | +19.4% | +31.8% |
| YTD | -0.7% | +26.5% | -27.1% | -1.4% |
| 1Y | -6.7% | +27.2% | -33.9% | -7.4% |
| 3Y | +73.7% | +71.5% | +2.2% | +82.0% |
| All | +73.7% | +69.9% | +3.8% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling