+24.9%
COP vs BURL
+89.8%
-64.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.9% | -1.0% |
| 7D | -9.7% | +3.5% | -13.2% | -9.9% |
| 30D | +4.7% | -9.3% | +14.0% | +5.2% |
| 3M | +18.5% | -32.1% | +50.6% | +21.6% |
| 6M | +11.4% | -19.8% | +31.2% | +12.5% |
| YTD | +47.9% | -13.2% | +61.1% | +47.2% |
| 1Y | +59.3% | -7.8% | +67.2% | +57.0% |
| All | +24.9% | +89.8% | -64.9% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling