+34.6%
CP vs BURL
-7.8%
+42.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | +2.8% | +4.1% | -1.3% | +2.6% |
| 30D | +10.2% | -9.5% | +19.7% | +10.5% |
| 3M | +2.4% | -33.5% | +35.9% | +3.4% |
| 6M | +7.7% | -22.1% | +29.8% | +8.0% |
| YTD | +26.0% | -14.6% | +40.6% | +26.0% |
| 1Y | +34.6% | -8.4% | +43.0% | +34.5% |
| All | +34.6% | -7.8% | +42.5% | +34.5% |
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