+265.8%
COF vs BURL
+970.5%
-704.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -1.5% | +4.1% | -5.5% | -3.0% |
| 30D | +3.0% | -9.5% | +12.5% | +6.3% |
| 3M | -7.9% | -33.5% | +25.6% | +5.1% |
| 6M | +5.2% | -22.1% | +27.3% | +12.7% |
| YTD | -15.7% | -14.6% | -1.2% | -12.8% |
| 1Y | -5.5% | -8.4% | +2.9% | -5.4% |
| 3Y | +100.5% | +86.6% | +14.0% | +47.9% |
| 5Y | +42.3% | -17.2% | +59.5% | +33.9% |
| 10Y | +228.7% | +256.4% | -27.7% | +112.3% |
| All | +265.8% | +970.5% | -704.8% | +103.4% |
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