+96.3%
COR vs BURL
+63.9%
+32.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -1.8% |
| 7D | +2.8% | -2.8% | +5.6% | +2.7% |
| 30D | +4.5% | -28.2% | +32.7% | +4.2% |
| 3M | +22.7% | -17.6% | +40.3% | +22.5% |
| 6M | -9.7% | -11.8% | +2.0% | -9.7% |
| YTD | -1.4% | -8.1% | +6.7% | -1.3% |
| 1Y | +13.9% | -12.0% | +25.9% | +14.0% |
| All | +96.3% | +63.9% | +32.4% | +93.1% |
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