+69.0%
CMCSA vs BURL
+1,051.1%
-982.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.1% |
| 7D | -2.1% | -2.8% | +0.7% | -1.6% |
| 30D | +7.0% | -28.2% | +35.2% | +13.3% |
| 3M | +15.1% | -17.6% | +32.7% | +18.8% |
| 6M | -15.4% | -11.8% | -3.6% | -14.1% |
| YTD | -1.9% | -8.1% | +6.2% | -1.4% |
| 1Y | -12.7% | -12.0% | -0.8% | -12.0% |
| 3Y | -31.0% | +63.3% | -94.3% | -40.0% |
| 5Y | -46.1% | -10.8% | -35.3% | -49.1% |
| 10Y | +10.8% | +215.9% | -205.1% | -18.3% |
| All | +69.0% | +1,051.1% | -982.1% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling