+19.7%
COST vs BURL
-9.1%
+28.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.0% |
| 7D | +3.9% | -0.8% | +4.7% | +3.9% |
| 30D | +13.5% | -4.4% | +18.0% | +13.3% |
| 3M | +15.3% | -28.6% | +43.9% | +14.2% |
| 6M | +9.2% | -12.3% | +21.4% | +9.8% |
| YTD | +26.9% | -11.3% | +38.1% | +28.0% |
| 1Y | +19.7% | -10.4% | +30.2% | +20.9% |
| All | +19.7% | -9.1% | +28.8% | +20.9% |
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