+195.8%
COR vs BURL
-9.5%
+205.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | +7.6% | -4.4% | +12.1% | +7.8% |
| 3M | +5.0% | -28.6% | +33.6% | +6.1% |
| 6M | +35.3% | -12.3% | +47.6% | +35.7% |
| YTD | +4.2% | -11.3% | +15.5% | +4.4% |
| 1Y | -3.4% | -10.4% | +7.0% | -3.3% |
| 3Y | +81.1% | +96.1% | -15.0% | +72.0% |
| 5Y | +195.8% | -5.0% | +200.8% | +191.7% |
| All | +195.8% | -9.5% | +205.3% | +191.7% |
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 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