+210.0%
COPX vs BURL
+987.9%
-778.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.9% | -2.9% | -5.1% |
| 7D | -7.5% | +3.5% | -10.9% | -8.2% |
| 30D | -18.6% | -9.3% | -9.3% | -16.8% |
| 3M | -19.0% | -32.1% | +13.1% | -11.7% |
| 6M | -9.9% | -19.8% | +9.9% | -6.2% |
| YTD | -1.8% | -13.2% | +11.3% | 0.0% |
| 1Y | +21.6% | -7.8% | +29.5% | +21.5% |
| 3Y | +118.9% | +89.3% | +29.6% | +78.4% |
| 5Y | +118.7% | -15.8% | +134.5% | +107.6% |
| 10Y | +390.8% | +262.2% | +128.6% | +237.4% |
| All | +210.0% | +987.9% | -778.0% | +100.7% |
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