+198.8%
CNQ vs BURL
-9.5%
+208.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.3% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | -3.2% | -4.4% | +1.2% | -2.9% |
| 3M | +3.6% | -28.6% | +32.2% | +7.1% |
| 6M | +10.3% | -12.3% | +22.6% | +11.0% |
| YTD | +48.6% | -11.3% | +59.9% | +48.5% |
| 1Y | +55.3% | -10.4% | +65.8% | +54.6% |
| 3Y | +69.6% | +96.1% | -26.5% | +50.8% |
| 5Y | +198.8% | -5.0% | +203.8% | +189.3% |
| All | +198.8% | -9.5% | +208.3% | +189.3% |
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