+172.5%
COPX vs BURL
-11.0%
+183.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | -1.2% |
| 7D | -4.0% | -2.8% | -1.2% | -3.5% |
| 30D | +4.5% | -28.2% | +32.7% | +11.4% |
| 3M | +0.8% | -17.6% | +18.4% | +4.4% |
| 6M | +3.2% | -11.8% | +15.0% | +5.0% |
| YTD | +26.7% | -8.1% | +34.9% | +27.7% |
| 1Y | +85.7% | -12.0% | +97.6% | +87.7% |
| 3Y | +151.2% | +63.3% | +87.9% | +121.2% |
| All | +172.5% | -11.0% | +183.5% | +136.2% |
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