+27.1%
CP vs BURL
-15.9%
+42.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | -0.2% |
| 7D | +6.1% | +3.5% | +2.6% | +5.5% |
| 30D | +9.8% | -9.3% | +19.0% | +11.3% |
| 3M | +2.7% | -32.1% | +34.9% | +8.9% |
| 6M | +12.8% | -19.8% | +32.6% | +15.8% |
| YTD | +28.2% | -13.2% | +41.3% | +29.4% |
| 1Y | +34.1% | -7.8% | +42.0% | +33.5% |
| 3Y | +28.9% | +89.3% | -60.4% | +13.4% |
| 5Y | +27.1% | -15.8% | +42.9% | +21.6% |
| All | +27.1% | -15.9% | +42.9% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling