+89.6%
BURL vs CPB
-35.1%
+124.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.7% | -3.0% |
| 7D | +3.5% | +11.6% | -8.1% | +3.0% |
| 30D | -9.3% | +23.3% | -32.6% | -9.9% |
| 3M | -32.1% | +1.6% | -33.8% | -32.4% |
| 6M | -19.8% | +13.9% | -33.8% | -20.2% |
| YTD | -13.2% | -11.7% | -1.5% | -13.8% |
| 1Y | -7.8% | -18.2% | +10.4% | -8.2% |
| All | +89.6% | -35.1% | +124.7% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling