-12.7%
CMCSA vs BURL
-9.5%
-3.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.7% |
| 7D | -2.1% | -2.8% | +0.7% | -1.9% |
| 30D | +7.0% | -28.2% | +35.2% | +9.1% |
| 3M | +15.1% | -17.6% | +32.7% | +16.9% |
| 6M | -15.4% | -11.8% | -3.6% | -14.6% |
| YTD | -1.9% | -8.1% | +6.2% | -1.5% |
| 1Y | -12.7% | -12.0% | -0.8% | -13.6% |
| All | -12.7% | -9.5% | -3.2% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling