+441.6%
CNQ vs BURL
+1,011.9%
-570.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | -3.2% | -4.4% | +1.2% | -2.5% |
| 3M | +3.6% | -28.6% | +32.2% | +10.9% |
| 6M | +10.3% | -12.3% | +22.6% | +11.7% |
| YTD | +48.6% | -11.3% | +59.9% | +48.7% |
| 1Y | +55.3% | -10.4% | +65.8% | +54.3% |
| 3Y | +69.6% | +96.1% | -26.5% | +32.2% |
| 5Y | +198.8% | -5.0% | +203.8% | +169.6% |
| 10Y | +407.2% | +251.8% | +155.4% | +259.5% |
| All | +441.6% | +1,011.9% | -570.3% | +242.2% |
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