+1.1%
CMCSA vs BURL
-15.0%
+16.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.0% | +1.8% |
| 7D | +3.2% | -1.6% | +4.7% | +3.3% |
| 30D | +19.5% | -7.7% | +27.3% | +20.1% |
| 3M | -2.4% | -31.7% | +29.2% | -0.5% |
| 6M | +3.8% | -15.2% | +19.0% | +5.7% |
| YTD | -5.4% | -15.9% | +10.5% | -4.2% |
| 1Y | +1.1% | -14.2% | +15.3% | +2.2% |
| All | +1.1% | -15.0% | +16.2% | +2.2% |
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