-18.7%
BURL vs CGNX
-25.9%
+7.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.2% |
| 7D | -7.0% | +3.2% | -10.2% | -7.7% |
| 30D | -35.6% | -3.7% | -31.9% | -35.2% |
| 3M | -26.3% | +1.0% | -27.3% | -27.5% |
| 6M | -20.7% | +22.1% | -42.8% | -26.3% |
| YTD | -17.2% | +72.7% | -89.9% | -33.3% |
| 1Y | -15.0% | +40.4% | -55.4% | -27.2% |
| 3Y | +53.2% | +45.2% | +8.0% | +21.9% |
| 5Y | -18.7% | -26.7% | +8.0% | -24.7% |
| All | -18.7% | -25.9% | +7.2% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling