+186.4%
COP vs BURL
-11.0%
+197.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.3% |
| 7D | +3.0% | -2.8% | +5.8% | +3.2% |
| 30D | +17.5% | -28.2% | +45.6% | +20.8% |
| 3M | +13.4% | -17.6% | +30.9% | +14.9% |
| 6M | +17.7% | -11.8% | +29.5% | +18.1% |
| YTD | +46.6% | -8.1% | +54.7% | +46.2% |
| 1Y | +44.6% | -12.0% | +56.6% | +44.5% |
| 3Y | +20.7% | +63.3% | -42.6% | +12.3% |
| All | +186.4% | -11.0% | +197.3% | +191.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling