+149.1%
COPX vs BURL
+95.8%
+53.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.2% | +1.4% | +4.7% |
| 7D | +3.3% | +7.7% | -4.4% | +1.8% |
| 30D | -12.2% | -7.1% | -5.1% | -11.0% |
| 3M | -14.5% | -30.3% | +15.8% | -8.3% |
| 6M | -12.2% | -15.5% | +3.4% | -10.1% |
| YTD | +5.2% | -11.0% | +16.1% | +6.3% |
| 1Y | +27.0% | -8.4% | +35.4% | +27.0% |
| 3Y | +149.1% | +96.7% | +52.5% | +124.4% |
| All | +149.1% | +95.8% | +53.3% | +124.4% |
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