+66.1%
CNQ vs BURL
-15.3%
+81.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -0.7% | -7.9% | +7.3% | -1.1% |
| 30D | +6.7% | -33.7% | +40.4% | +4.5% |
| 3M | +12.8% | -27.2% | +40.0% | +10.9% |
| 6M | +13.3% | -22.1% | +35.4% | +11.0% |
| YTD | +53.1% | -17.6% | +70.6% | +48.6% |
| 1Y | +66.1% | -14.9% | +80.9% | +60.3% |
| All | +66.1% | -15.3% | +81.4% | +60.3% |
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 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