+70.0%
CNP vs BURL
-15.9%
+85.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.4% |
| 7D | -5.3% | +3.5% | -8.8% | -5.5% |
| 30D | +3.7% | -9.3% | +12.9% | +4.2% |
| 3M | -1.1% | -32.1% | +31.0% | +1.2% |
| 6M | -7.1% | -19.8% | +12.7% | -6.1% |
| YTD | +6.0% | -13.2% | +19.2% | +6.4% |
| 1Y | +5.2% | -7.8% | +13.0% | +5.0% |
| 3Y | +57.5% | +89.3% | -31.8% | +46.7% |
| 5Y | +70.0% | -15.8% | +85.8% | +61.3% |
| All | +70.0% | -15.9% | +85.9% | +61.3% |
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