+6.4%
CMCSA vs BURL
+247.8%
-241.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.2% |
| 7D | +4.6% | +5.9% | -1.3% | +3.4% |
| 30D | +19.8% | -8.3% | +28.1% | +21.7% |
| 3M | -0.3% | -31.6% | +31.4% | +6.7% |
| 6M | +0.3% | -16.6% | +16.9% | +3.0% |
| YTD | -6.9% | -12.1% | +5.2% | -5.8% |
| 1Y | +2.6% | -10.0% | +12.6% | +2.9% |
| 3Y | -29.0% | +94.3% | -123.3% | -41.3% |
| 5Y | -42.0% | -13.2% | -28.8% | -44.9% |
| 10Y | +6.4% | +252.5% | -246.1% | -21.7% |
| All | +6.4% | +247.8% | -241.4% | -21.7% |
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