+73.8%
CNP vs BURL
-9.5%
+83.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | -0.1% | -0.8% | +0.7% | -0.1% |
| 30D | +5.0% | -4.4% | +9.5% | +5.3% |
| 3M | +2.7% | -28.6% | +31.2% | +4.7% |
| 6M | -1.9% | -12.3% | +10.4% | -1.4% |
| YTD | +8.8% | -11.3% | +20.0% | +9.0% |
| 1Y | +5.6% | -10.4% | +16.1% | +5.7% |
| 3Y | +63.2% | +96.1% | -32.9% | +51.3% |
| 5Y | +73.8% | -5.0% | +78.8% | +64.4% |
| All | +73.8% | -9.5% | +83.3% | +64.4% |
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