+56.7%
CNP vs BURL
+63.9%
-7.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | +1.1% | -2.8% | +3.9% | +1.2% |
| 30D | -1.8% | -28.2% | +26.3% | -0.5% |
| 3M | -4.6% | -17.6% | +12.9% | -4.0% |
| 6M | -8.8% | -11.8% | +2.9% | -8.6% |
| YTD | +5.2% | -8.1% | +13.4% | +5.3% |
| 1Y | +8.3% | -12.0% | +20.3% | +8.4% |
| All | +56.7% | +63.9% | -7.2% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling