+162.7%
CNP vs BURL
+1,021.0%
-858.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.7% | -11.2% | -4.7% |
| 7D | -1.3% | +10.4% | -11.7% | -2.9% |
| 30D | +8.7% | -4.9% | +13.7% | +9.4% |
| 3M | -0.7% | -29.8% | +29.0% | +4.5% |
| 6M | -4.2% | -16.5% | +12.3% | -2.3% |
| YTD | +8.9% | -10.5% | +19.4% | +9.4% |
| 1Y | +8.3% | -5.3% | +13.7% | +7.5% |
| 3Y | +61.8% | +95.1% | -33.3% | +36.4% |
| 5Y | +75.7% | -12.1% | +87.8% | +66.6% |
| 10Y | +144.1% | +273.2% | -129.0% | +86.1% |
| All | +162.7% | +1,021.0% | -858.3% | +99.6% |
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 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