+25.7%
COP vs BURL
+86.7%
-61.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -11.5% | +4.1% | -15.6% | -11.7% |
| 30D | +5.0% | -9.5% | +14.4% | +5.5% |
| 3M | +17.5% | -33.5% | +51.0% | +20.7% |
| 6M | +16.2% | -22.1% | +38.3% | +17.7% |
| YTD | +48.8% | -14.6% | +63.4% | +48.2% |
| 1Y | +64.1% | -8.4% | +72.5% | +61.6% |
| 3Y | +25.7% | +86.6% | -60.9% | +18.0% |
| All | +25.7% | +86.7% | -61.1% | +18.0% |
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