-12.3%
BURL vs CPAY
+57.5%
-69.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +0.4% | +2.0% | -1.6% | 0.0% |
| 30D | -4.3% | +14.3% | -18.6% | -7.3% |
| 3M | -28.8% | +11.3% | -40.1% | -30.6% |
| 6M | -12.8% | +34.8% | -47.6% | -18.5% |
| YTD | -12.8% | +51.5% | -64.3% | -21.5% |
| 1Y | -12.3% | +59.0% | -71.3% | -24.2% |
| All | -12.3% | +57.5% | -69.8% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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