+230.8%
CORZ vs EXR
+21.1%
+209.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.6% | -10.2% | -10.7% |
| 7D | -21.1% | +6.8% | -28.0% | -22.0% |
| 30D | -31.8% | +19.6% | -51.4% | -34.0% |
| 3M | -47.7% | +8.0% | -55.7% | -48.4% |
| 6M | -48.7% | +17.2% | -65.9% | -50.9% |
| YTD | -21.8% | +27.2% | -49.1% | -27.6% |
| 1Y | -47.8% | +26.1% | -73.9% | -51.6% |
| All | +230.8% | +21.1% | +209.7% | +187.3% |
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