+8.2%
CMCSA vs BURL
+261.4%
-253.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.3% |
| 7D | +2.7% | +7.7% | -5.0% | +1.2% |
| 30D | +18.6% | -7.1% | +25.8% | +20.2% |
| 3M | -1.8% | -30.3% | +28.4% | +4.6% |
| 6M | -0.7% | -15.5% | +14.9% | +1.8% |
| YTD | -7.8% | -11.0% | +3.1% | -7.0% |
| 1Y | +0.7% | -8.4% | +9.2% | +0.7% |
| 3Y | -28.0% | +96.7% | -124.6% | -40.5% |
| 5Y | -42.1% | -14.1% | -28.0% | -44.9% |
| 10Y | +8.2% | +255.1% | -246.9% | -20.3% |
| All | +8.2% | +261.4% | -253.2% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling