+642.0%
COR vs BURL
+1,051.1%
-409.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.2% |
| 7D | +2.8% | -2.8% | +5.6% | +3.1% |
| 30D | +4.5% | -28.2% | +32.7% | +8.7% |
| 3M | +22.7% | -17.6% | +40.3% | +25.3% |
| 6M | -9.7% | -11.8% | +2.0% | -8.9% |
| YTD | -1.4% | -8.1% | +6.7% | -1.1% |
| 1Y | +13.9% | -12.0% | +25.9% | +14.5% |
| 3Y | +94.0% | +63.3% | +30.7% | +73.7% |
| 5Y | +184.0% | -10.8% | +194.8% | +172.8% |
| 10Y | +406.8% | +215.9% | +190.9% | +287.6% |
| All | +642.0% | +1,051.1% | -409.1% | +416.0% |
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