+110.5%
CNC vs BURL
-4.6%
+115.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +7.7% | +4.9% | +12.9% |
| 7D | +13.4% | +10.4% | +3.0% | +13.8% |
| 30D | +18.2% | -4.9% | +23.2% | +16.9% |
| 3M | +18.6% | -29.8% | +48.4% | +12.7% |
| 6M | +41.9% | -16.5% | +58.4% | +39.1% |
| YTD | +84.7% | -10.5% | +95.3% | +80.4% |
| 1Y | +110.5% | -5.3% | +115.8% | +107.1% |
| All | +110.5% | -4.6% | +115.1% | +107.1% |
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