+298.3%
COP vs BURL
+261.4%
+36.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.2% |
| 7D | -8.4% | +7.7% | -16.1% | -10.1% |
| 30D | +0.3% | -7.1% | +7.4% | +1.6% |
| 3M | +15.1% | -30.3% | +45.4% | +23.7% |
| 6M | +19.8% | -15.5% | +35.3% | +22.2% |
| YTD | +46.8% | -11.0% | +57.8% | +46.7% |
| 1Y | +59.7% | -8.4% | +68.2% | +57.8% |
| 3Y | +28.7% | +96.7% | -68.0% | -0.3% |
| 5Y | +110.7% | -14.1% | +124.8% | +99.2% |
| 10Y | +298.3% | +255.1% | +43.2% | +198.1% |
| All | +298.3% | +261.4% | +36.9% | +198.1% |
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 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