+100.5%
COF vs BURL
+86.7%
+13.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -1.5% | +4.1% | -5.5% | -2.5% |
| 30D | +3.0% | -9.5% | +12.5% | +5.4% |
| 3M | -7.9% | -33.5% | +25.6% | +1.6% |
| 6M | +5.2% | -22.1% | +27.3% | +10.7% |
| YTD | -15.7% | -14.6% | -1.2% | -13.4% |
| 1Y | -5.5% | -8.4% | +2.9% | -5.1% |
| 3Y | +100.5% | +86.6% | +14.0% | +91.2% |
| All | +100.5% | +86.7% | +13.8% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling