+120.5%
COP vs BURL
-14.7%
+135.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -6.1% | +5.9% | -12.0% | -6.5% |
| 30D | +1.1% | -8.3% | +9.4% | +1.7% |
| 3M | +10.9% | -31.6% | +42.6% | +14.2% |
| 6M | +20.8% | -16.6% | +37.4% | +21.8% |
| YTD | +48.0% | -12.1% | +60.1% | +48.0% |
| 1Y | +58.5% | -10.0% | +68.5% | +57.7% |
| 3Y | +28.1% | +94.3% | -66.2% | +17.3% |
| 5Y | +120.5% | -13.2% | +133.7% | +122.2% |
| All | +120.5% | -14.7% | +135.1% | +122.2% |
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