+317.0%
CNC vs BURL
+1,051.1%
-734.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.1% | -1.9% |
| 7D | +3.5% | -2.8% | +6.3% | +4.0% |
| 30D | +0.1% | -28.2% | +28.2% | +5.6% |
| 3M | +6.9% | -17.6% | +24.5% | +10.0% |
| 6M | +49.0% | -11.8% | +60.8% | +50.3% |
| YTD | +62.9% | -8.1% | +71.1% | +62.9% |
| 1Y | +134.0% | -12.0% | +145.9% | +134.5% |
| 3Y | +9.4% | +63.3% | -53.9% | -7.1% |
| 5Y | +4.1% | -10.8% | +15.0% | -2.2% |
| 10Y | +95.4% | +215.9% | -120.5% | +28.7% |
| All | +317.0% | +1,051.1% | -734.1% | +125.0% |
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