+34.7%
COF vs BURL
-7.5%
+42.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | -5.0% | +0.4% | -5.5% | -5.2% |
| 30D | -2.3% | -4.3% | +2.1% | -1.3% |
| 3M | -12.7% | -28.8% | +16.1% | -4.5% |
| 6M | +6.2% | -12.8% | +19.0% | +8.8% |
| YTD | -19.2% | -12.8% | -6.4% | -17.3% |
| 1Y | -11.5% | -12.3% | +0.8% | -10.1% |
| 3Y | +92.8% | +92.7% | +0.1% | +50.7% |
| All | +34.7% | -7.5% | +42.2% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling