-15.9%
BURL vs COO
-41.6%
+25.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | +4.1% | +4.7% | -0.6% | +2.2% |
| 30D | -9.5% | +13.9% | -23.4% | -14.0% |
| 3M | -33.5% | -14.9% | -18.6% | -29.3% |
| 6M | -22.1% | +2.0% | -24.1% | -23.6% |
| YTD | -14.6% | -23.9% | +9.3% | -5.4% |
| 1Y | -8.4% | -9.6% | +1.3% | -5.7% |
| 3Y | +86.6% | -25.4% | +112.0% | +96.4% |
| All | -15.9% | -41.6% | +25.7% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling