+3,908.1%
COR vs EXR
+2,662.2%
+1,245.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.6% |
| 7D | +2.8% | -2.6% | +5.3% | +3.3% |
| 30D | +4.5% | -7.2% | +11.7% | +6.2% |
| 3M | +22.7% | -3.5% | +26.2% | +23.6% |
| 6M | -9.7% | -5.3% | -4.4% | -8.9% |
| YTD | -1.4% | +9.4% | -10.8% | -3.7% |
| 1Y | +13.9% | +1.3% | +12.6% | +12.9% |
| 3Y | +94.0% | +22.4% | +71.5% | +80.4% |
| 5Y | +184.0% | -12.2% | +196.2% | +180.3% |
| 10Y | +406.8% | +148.6% | +258.2% | +285.1% |
| All | +3,908.1% | +2,662.2% | +1,245.8% | +1,594.7% |
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