+197.8%
COP vs BURL
+1,021.0%
-823.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.7% | -12.9% | -6.7% |
| 7D | -8.1% | +10.4% | -18.5% | -10.1% |
| 30D | +6.7% | -4.9% | +11.6% | +7.4% |
| 3M | +16.9% | -29.8% | +46.6% | +24.7% |
| 6M | +11.2% | -16.5% | +27.6% | +13.6% |
| YTD | +49.5% | -10.5% | +60.1% | +49.4% |
| 1Y | +60.7% | -5.3% | +66.0% | +57.9% |
| 3Y | +24.9% | +95.1% | -70.1% | 0.0% |
| 5Y | +121.7% | -12.1% | +133.8% | +107.1% |
| 10Y | +333.8% | +273.2% | +60.6% | +203.0% |
| All | +197.8% | +1,021.0% | -823.2% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling