+186.1%
COR vs EXR
-11.8%
+198.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.7% |
| 7D | +2.8% | -2.6% | +5.3% | +3.1% |
| 30D | +4.5% | -7.2% | +11.7% | +5.4% |
| 3M | +22.7% | -3.5% | +26.2% | +23.1% |
| 6M | -9.7% | -5.3% | -4.4% | -9.3% |
| YTD | -1.4% | +9.4% | -10.8% | -2.5% |
| 1Y | +13.9% | +1.3% | +12.6% | +13.5% |
| 3Y | +94.0% | +22.4% | +71.5% | +86.3% |
| All | +186.1% | -11.8% | +198.0% | +196.8% |
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 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