+186.3%
BURL vs CGNX
+193.6%
-7.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.8% |
| 7D | -9.9% | +3.2% | -13.1% | -10.8% |
| 30D | -32.4% | +6.0% | -38.4% | -33.8% |
| 3M | -30.2% | +3.5% | -33.7% | -31.9% |
| 6M | -21.3% | +26.3% | -47.6% | -28.2% |
| YTD | -17.2% | +79.2% | -96.5% | -34.9% |
| 1Y | -14.4% | +43.8% | -58.2% | -28.1% |
| 3Y | +55.0% | +52.0% | +3.1% | +21.3% |
| 5Y | -16.8% | -24.0% | +7.3% | -19.8% |
| All | +186.3% | +193.6% | -7.3% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling