+62.8%
CNQ vs BURL
-4.6%
+67.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +7.7% | -15.1% | -6.3% |
| 7D | -9.4% | +10.4% | -19.8% | -8.2% |
| 30D | +2.8% | -4.9% | +7.7% | +2.6% |
| 3M | +8.5% | -29.8% | +38.2% | +5.6% |
| 6M | +6.4% | -16.5% | +22.8% | +5.6% |
| YTD | +50.9% | -10.5% | +61.5% | +48.0% |
| 1Y | +62.8% | -5.3% | +68.1% | +59.1% |
| All | +62.8% | -4.6% | +67.4% | +59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling