+3,959.5%
COST vs EXR
+3,081.1%
+878.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 3M | +15.2% | +7.3% | +7.8% | +12.9% |
| 6M | +7.4% | +13.8% | -6.4% | +3.5% |
| YTD | +29.0% | +25.9% | +3.1% | +20.7% |
| 1Y | +20.3% | +25.8% | -5.5% | +12.5% |
| 3Y | +99.0% | +53.7% | +45.3% | +72.4% |
| 5Y | +125.7% | -1.8% | +127.4% | +118.6% |
| 10Y | +775.3% | +214.5% | +560.8% | +495.3% |
| All | +3,959.5% | +3,081.1% | +878.4% | +1,237.0% |
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 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