+693.7%
COR vs BURL
+1,021.0%
-327.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.7% | -3.7% | +3.0% |
| 7D | +9.1% | +10.4% | -1.3% | +7.8% |
| 30D | +12.4% | -4.9% | +17.3% | +13.0% |
| 3M | +15.8% | -29.8% | +45.6% | +20.6% |
| 6M | +17.1% | -16.5% | +33.5% | +19.0% |
| YTD | +5.4% | -10.5% | +16.0% | +6.0% |
| 1Y | +3.5% | -5.3% | +8.8% | +3.1% |
| 3Y | +86.0% | +95.1% | -9.1% | +61.9% |
| 5Y | +196.7% | -12.1% | +208.8% | +185.2% |
| 10Y | +572.6% | +273.2% | +299.4% | +404.5% |
| All | +693.7% | +1,021.0% | -327.2% | +453.0% |
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