-10.7%
BURL vs CPAY
+59.0%
-69.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.0% |
| 7D | -2.8% | +2.1% | -4.9% | -3.7% |
| 30D | -28.2% | +5.5% | -33.7% | -30.0% |
| 3M | -17.6% | +16.6% | -34.2% | -23.5% |
| 6M | -11.8% | +26.7% | -38.4% | -21.9% |
| YTD | -8.1% | +38.4% | -46.5% | -23.2% |
| 1Y | -12.0% | +30.1% | -42.1% | -24.4% |
| 3Y | +63.3% | +52.6% | +10.7% | +24.1% |
| All | -10.7% | +59.0% | -69.7% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling