+338.8%
COPX vs BURL
+254.9%
+83.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.5% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | -14.0% | -4.4% | -9.6% | -13.0% |
| 3M | -17.1% | -28.6% | +11.5% | -10.1% |
| 6M | -15.9% | -12.3% | -3.6% | -14.1% |
| YTD | +2.6% | -11.3% | +13.9% | +4.1% |
| 1Y | +21.6% | -10.4% | +32.0% | +22.5% |
| 3Y | +142.7% | +96.1% | +46.6% | +90.4% |
| 5Y | +122.2% | -5.0% | +127.3% | +103.8% |
| 10Y | +338.8% | +251.8% | +86.9% | +173.5% |
| All | +338.8% | +254.9% | +83.8% | +173.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling