-9.7%
COF vs BURL
-10.6%
+0.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -6.2% | +5.9% | -12.0% | -7.2% |
| 30D | -1.7% | -8.3% | +6.6% | -0.2% |
| 3M | -10.2% | -31.6% | +21.4% | -2.6% |
| 6M | +4.2% | -16.6% | +20.8% | +7.0% |
| YTD | -18.2% | -12.1% | -6.2% | -15.7% |
| 1Y | -9.7% | -10.0% | +0.2% | -7.1% |
| All | -9.7% | -10.6% | +0.8% | -7.1% |
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