+240.7%
BURL vs CPB
-38.3%
+279.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | +4.1% | +8.0% | -3.9% | +3.6% |
| 30D | -9.5% | +22.4% | -31.8% | -10.6% |
| 3M | -33.5% | +2.5% | -36.0% | -33.7% |
| 6M | -22.1% | +12.2% | -34.3% | -22.8% |
| YTD | -14.6% | -12.8% | -1.8% | -14.2% |
| 1Y | -8.4% | -19.2% | +10.8% | -7.5% |
| 3Y | +86.6% | -35.6% | +122.1% | +89.8% |
| 5Y | -17.2% | -31.4% | +14.3% | -16.3% |
| All | +240.7% | -38.3% | +279.0% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling