+130.8%
CNP vs BURL
+258.4%
-127.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.1% |
| 7D | -5.3% | +3.5% | -8.8% | -6.0% |
| 30D | +3.7% | -9.3% | +12.9% | +5.2% |
| 3M | -1.1% | -32.1% | +31.0% | +5.3% |
| 6M | -7.1% | -19.8% | +12.7% | -4.4% |
| YTD | +6.0% | -13.2% | +19.2% | +7.1% |
| 1Y | +5.2% | -7.8% | +13.0% | +4.7% |
| 3Y | +57.5% | +89.3% | -31.8% | +30.0% |
| 5Y | +70.0% | -15.8% | +85.8% | +63.1% |
| All | +130.8% | +258.4% | -127.6% | +76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling