-42.9%
CORZ vs BURL
-7.8%
-35.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.6% |
| 7D | -11.2% | +4.1% | -15.3% | -11.8% |
| 30D | -26.2% | -9.5% | -16.8% | -24.7% |
| 3M | -44.1% | -33.5% | -10.6% | -39.8% |
| 6M | -52.3% | -22.1% | -30.2% | -50.8% |
| YTD | -19.2% | -14.6% | -4.7% | -17.6% |
| 1Y | -42.9% | -8.4% | -34.5% | -41.5% |
| All | -42.9% | -7.8% | -35.1% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling