+230.8%
CORZ vs BURL
+27.7%
+203.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.9% | -7.9% | -9.8% |
| 7D | -21.1% | +3.5% | -24.6% | -22.2% |
| 30D | -31.8% | -9.3% | -22.5% | -29.5% |
| 3M | -47.7% | -32.1% | -15.6% | -40.2% |
| 6M | -48.7% | -19.8% | -28.9% | -45.7% |
| YTD | -21.8% | -13.2% | -8.7% | -20.0% |
| 1Y | -47.8% | -7.8% | -40.0% | -48.6% |
| All | +230.8% | +27.7% | +203.1% | +195.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling