+491.1%
COR vs BURL
+232.1%
+259.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.6% | +6.3% | +3.2% |
| 7D | +7.6% | -1.6% | +9.2% | +7.8% |
| 30D | +6.8% | -7.7% | +14.5% | +7.8% |
| 3M | +16.0% | -31.7% | +47.7% | +21.4% |
| 6M | +41.0% | -15.2% | +56.2% | +43.1% |
| YTD | +6.9% | -15.9% | +22.9% | +8.4% |
| 1Y | -1.0% | -14.2% | +13.2% | -0.2% |
| 3Y | +84.6% | +93.5% | -8.9% | +59.1% |
| 5Y | +203.3% | -9.9% | +213.2% | +190.0% |
| All | +491.1% | +232.1% | +259.0% | +352.8% |
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