+661.6%
COR vs BURL
+987.9%
-326.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.7% |
| 7D | +2.8% | +3.5% | -0.7% | +2.3% |
| 30D | +7.4% | -9.3% | +16.7% | +8.6% |
| 3M | +7.3% | -32.1% | +39.4% | +12.2% |
| 6M | +11.5% | -19.8% | +31.3% | +13.9% |
| YTD | +1.2% | -13.2% | +14.4% | +2.1% |
| 1Y | -3.3% | -7.8% | +4.5% | -3.4% |
| 3Y | +78.5% | +89.3% | -10.9% | +55.9% |
| 5Y | +183.0% | -15.8% | +198.8% | +173.7% |
| 10Y | +545.4% | +262.2% | +283.2% | +385.9% |
| All | +661.6% | +987.9% | -326.3% | +432.7% |
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