+64.1%
COP vs BURL
-7.8%
+71.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.4% |
| 7D | -11.5% | +4.1% | -15.6% | -11.0% |
| 30D | +5.0% | -9.5% | +14.4% | +4.1% |
| 3M | +17.5% | -33.5% | +51.0% | +14.5% |
| 6M | +16.2% | -22.1% | +38.3% | +14.9% |
| YTD | +48.8% | -14.6% | +63.4% | +44.6% |
| 1Y | +64.1% | -8.4% | +72.5% | +57.6% |
| All | +64.1% | -7.8% | +71.9% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling