+902.7%
BURL vs COO
+95.5%
+807.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.4% |
| 7D | +3.5% | +5.3% | -1.8% | +1.4% |
| 30D | -9.3% | +12.5% | -21.8% | -13.6% |
| 3M | -32.1% | -15.1% | -17.0% | -27.7% |
| 6M | -19.8% | +3.7% | -23.5% | -22.0% |
| YTD | -13.2% | -22.5% | +9.3% | -4.6% |
| 1Y | -7.8% | -7.8% | 0.0% | -6.1% |
| 3Y | +89.3% | -24.1% | +113.4% | +100.8% |
| 5Y | -15.8% | -40.1% | +24.3% | -2.4% |
| 10Y | +262.2% | +44.7% | +217.5% | +212.3% |
| All | +902.7% | +95.5% | +807.2% | +706.0% |
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