-6.4%
CNC vs BURL
-9.5%
+3.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | -7.3% | -0.8% | -6.5% | -7.2% |
| 30D | +5.2% | -4.4% | +9.6% | +5.3% |
| 3M | +8.6% | -28.6% | +37.2% | +9.8% |
| 6M | +25.1% | -12.3% | +37.3% | +25.3% |
| YTD | +71.3% | -11.3% | +82.5% | +71.0% |
| 1Y | +99.3% | -10.4% | +109.8% | +98.6% |
| 3Y | -1.9% | +96.1% | -98.0% | -9.2% |
| 5Y | -6.4% | -5.0% | -1.4% | -4.9% |
| All | -6.4% | -9.5% | +3.1% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling