+3,891.2%
COST vs EXR
+3,095.3%
+795.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | +3.9% | -1.1% | +5.1% | +4.3% |
| 30D | +13.5% | +18.8% | -5.2% | +8.3% |
| 3M | +15.3% | +9.9% | +5.4% | +12.4% |
| 6M | +9.2% | +12.6% | -3.5% | +5.5% |
| YTD | +26.9% | +26.5% | +0.4% | +18.5% |
| 1Y | +19.7% | +24.5% | -4.8% | +12.2% |
| 3Y | +96.0% | +52.4% | +43.6% | +70.3% |
| 5Y | +124.0% | -1.5% | +125.6% | +116.8% |
| 10Y | +760.6% | +216.0% | +544.7% | +484.6% |
| All | +3,891.2% | +3,095.3% | +795.9% | +1,212.9% |
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