+250.9%
CP vs BURL
+252.7%
-1.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | +2.8% | +4.1% | -1.3% | +1.9% |
| 30D | +10.2% | -9.5% | +19.7% | +12.4% |
| 3M | +2.4% | -33.5% | +35.9% | +11.1% |
| 6M | +7.7% | -22.1% | +29.8% | +12.2% |
| YTD | +26.0% | -14.6% | +40.6% | +28.1% |
| 1Y | +34.6% | -8.4% | +43.0% | +34.0% |
| 3Y | +26.7% | +86.6% | -59.9% | +4.8% |
| 5Y | +24.9% | -17.2% | +42.1% | +20.1% |
| All | +250.9% | +252.7% | -1.8% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling