+70.7%
BURL vs CPAY
+51.9%
+18.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | -2.8% | +2.1% | -4.9% | -3.6% |
| 30D | -28.2% | +5.5% | -33.7% | -29.7% |
| 3M | -17.6% | +16.6% | -34.2% | -22.4% |
| 6M | -11.8% | +26.7% | -38.4% | -19.9% |
| YTD | -8.1% | +38.4% | -46.5% | -20.5% |
| 1Y | -12.0% | +30.1% | -42.1% | -21.8% |
| All | +70.7% | +51.9% | +18.8% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling