+0.4%
CMCSA vs BURL
-7.8%
+8.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | +5.0% | +4.1% | +1.0% | +4.7% |
| 30D | +16.5% | -9.5% | +25.9% | +17.1% |
| 3M | -1.6% | -33.5% | +31.9% | +0.4% |
| 6M | -5.0% | -22.1% | +17.0% | -3.4% |
| YTD | -8.3% | -14.6% | +6.3% | -7.3% |
| 1Y | +0.4% | -8.4% | +8.8% | +0.9% |
| All | +0.4% | -7.8% | +8.2% | +0.9% |
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