+14.1%
CP vs BURL
-17.9%
+31.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.2% | +3.3% |
| 7D | +5.6% | +10.4% | -4.8% | +5.4% |
| 30D | +10.0% | -4.9% | +15.0% | +9.9% |
| 3M | +4.4% | -29.8% | +34.2% | +3.4% |
| 6M | +14.1% | -16.5% | +30.5% | +12.5% |
| All | +14.1% | -17.9% | +31.9% | +12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling