-12.0%
BURL vs COO
+4.1%
-16.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.1% |
| 7D | -2.8% | -2.2% | -0.6% | -2.1% |
| 30D | -28.2% | -7.0% | -21.1% | -26.4% |
| 3M | -17.6% | +12.2% | -29.8% | -20.6% |
| 6M | -11.8% | -15.1% | +3.3% | -6.7% |
| YTD | -8.1% | -15.1% | +7.0% | -3.0% |
| 1Y | -12.0% | +2.3% | -14.3% | -13.6% |
| All | -12.0% | +4.1% | -16.1% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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