+320.3%
COP vs BURL
+252.7%
+67.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -11.5% | +4.1% | -15.6% | -12.4% |
| 30D | +5.0% | -9.5% | +14.4% | +6.9% |
| 3M | +17.5% | -33.5% | +51.0% | +27.6% |
| 6M | +16.2% | -22.1% | +38.3% | +20.8% |
| YTD | +48.8% | -14.6% | +63.4% | +50.0% |
| 1Y | +64.1% | -8.4% | +72.5% | +61.9% |
| 3Y | +25.7% | +86.6% | -60.9% | -1.4% |
| 5Y | +114.4% | -17.2% | +131.5% | +104.1% |
| All | +320.3% | +252.7% | +67.6% | +219.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling