+20.3%
COST vs EXR
+25.3%
-5.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +5.0% | -0.4% | +5.4% | +5.1% |
| 30D | +12.8% | +18.2% | -5.4% | +8.0% |
| 3M | +15.2% | +7.3% | +7.8% | +12.9% |
| 6M | +7.4% | +13.8% | -6.4% | +4.0% |
| YTD | +29.0% | +25.9% | +3.1% | +20.4% |
| 1Y | +20.3% | +25.8% | -5.5% | +12.0% |
| All | +20.3% | +25.3% | -5.0% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling