+933.1%
BURL vs COO
+98.3%
+834.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.9% | +1.8% | +5.3% |
| 7D | +10.4% | +8.4% | +2.0% | +6.9% |
| 30D | -4.9% | +13.5% | -18.4% | -9.8% |
| 3M | -29.8% | -13.8% | -16.0% | -25.7% |
| 6M | -16.5% | +4.7% | -21.2% | -19.1% |
| YTD | -10.5% | -21.4% | +10.9% | -2.3% |
| 1Y | -5.3% | -6.7% | +1.4% | -3.9% |
| 3Y | +95.1% | -23.0% | +118.1% | +105.6% |
| 5Y | -12.1% | -38.7% | +26.7% | +1.0% |
| 10Y | +273.2% | +46.8% | +226.4% | +219.8% |
| All | +933.1% | +98.3% | +834.8% | +725.4% |
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 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