+454.0%
CNQ vs BURL
+1,051.1%
-597.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.9% |
| 7D | +3.0% | -2.8% | +5.8% | +3.6% |
| 30D | +12.8% | -28.2% | +40.9% | +21.4% |
| 3M | +7.0% | -17.6% | +24.6% | +11.2% |
| 6M | +16.5% | -11.8% | +28.3% | +17.8% |
| YTD | +52.0% | -8.1% | +60.2% | +52.0% |
| 1Y | +64.1% | -12.0% | +76.1% | +64.6% |
| 3Y | +74.3% | +63.3% | +11.0% | +43.4% |
| 5Y | +268.4% | -10.8% | +279.3% | +241.7% |
| 10Y | +400.2% | +215.9% | +184.3% | +259.1% |
| All | +454.0% | +1,051.1% | -597.1% | +249.6% |
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