+902.7%
BURL vs CPB
-12.2%
+914.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.7% | -3.0% |
| 7D | +3.5% | +11.6% | -8.1% | +2.3% |
| 30D | -9.3% | +23.3% | -32.6% | -11.2% |
| 3M | -32.1% | +1.6% | -33.8% | -32.4% |
| 6M | -19.8% | +13.9% | -33.8% | -21.1% |
| YTD | -13.2% | -11.7% | -1.5% | -12.6% |
| 1Y | -7.8% | -18.2% | +10.4% | -6.4% |
| 3Y | +89.3% | -35.2% | +124.5% | +95.3% |
| 5Y | -15.8% | -30.5% | +14.7% | -14.6% |
| 10Y | +262.2% | -37.1% | +299.3% | +263.4% |
| All | +902.7% | -12.2% | +914.8% | +853.5% |
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