+960.9%
BURL vs CPB
-19.8%
+980.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +3.0% |
| 7D | -2.8% | -8.6% | +5.8% | -1.9% |
| 30D | -28.2% | -7.2% | -20.9% | -27.7% |
| 3M | -17.6% | +0.9% | -18.5% | -17.8% |
| 6M | -11.8% | -11.8% | 0.0% | -10.9% |
| YTD | -8.1% | -19.4% | +11.3% | -6.5% |
| 1Y | -12.0% | -30.4% | +18.4% | -9.0% |
| 3Y | +63.3% | -40.2% | +103.5% | +70.0% |
| 5Y | -10.8% | -39.5% | +28.7% | -7.9% |
| 10Y | +215.9% | -47.4% | +263.3% | +230.3% |
| All | +960.9% | -19.8% | +980.7% | +919.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling