-5.1%
COF vs BURL
-4.6%
-0.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.9% | -2.5% |
| 7D | +0.7% | +10.4% | -9.7% | -1.2% |
| 30D | +5.7% | -4.9% | +10.7% | +6.7% |
| 3M | -6.7% | -29.8% | +23.1% | +0.7% |
| 6M | +9.5% | -16.5% | +25.9% | +12.5% |
| YTD | -13.9% | -10.5% | -3.3% | -11.5% |
| 1Y | -5.1% | -5.3% | +0.3% | -2.8% |
| All | -5.1% | -4.6% | -0.5% | -2.8% |
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