+960.9%
BURL vs COO
+114.2%
+846.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.2% |
| 7D | -2.8% | -2.2% | -0.6% | -1.9% |
| 30D | -28.2% | -7.0% | -21.1% | -25.9% |
| 3M | -17.6% | +12.2% | -29.8% | -21.9% |
| 6M | -11.8% | -15.1% | +3.3% | -6.0% |
| YTD | -8.1% | -15.1% | +7.0% | -2.2% |
| 1Y | -12.0% | +2.3% | -14.3% | -13.9% |
| 3Y | +63.3% | -23.7% | +87.0% | +74.6% |
| 5Y | -10.8% | -38.9% | +28.1% | +3.2% |
| 10Y | +215.9% | +49.9% | +166.0% | +168.2% |
| All | +960.9% | +114.2% | +846.7% | +726.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling