+410.8%
CNQ vs BURL
+232.1%
+178.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +2.2% |
| 7D | +2.5% | -1.6% | +4.1% | +2.8% |
| 30D | -4.0% | -7.7% | +3.8% | -2.5% |
| 3M | +5.5% | -31.7% | +37.1% | +15.0% |
| 6M | +7.5% | -15.2% | +22.6% | +9.7% |
| YTD | +51.2% | -15.9% | +67.2% | +53.2% |
| 1Y | +57.3% | -14.2% | +71.5% | +57.5% |
| 3Y | +71.0% | +93.5% | -22.6% | +27.9% |
| 5Y | +206.1% | -9.9% | +216.0% | +177.4% |
| All | +410.8% | +232.1% | +178.7% | +267.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling