+321.5%
CP vs BURL
+1,021.0%
-699.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.2% | +1.9% |
| 7D | +5.6% | +10.4% | -4.8% | +3.4% |
| 30D | +10.0% | -4.9% | +15.0% | +11.0% |
| 3M | +4.4% | -29.8% | +34.2% | +11.6% |
| 6M | +14.1% | -16.5% | +30.5% | +17.0% |
| YTD | +29.1% | -10.5% | +39.6% | +29.9% |
| 1Y | +34.6% | -5.3% | +39.9% | +33.2% |
| 3Y | +29.8% | +95.1% | -65.3% | +7.7% |
| 5Y | +28.7% | -12.1% | +40.8% | +21.8% |
| 10Y | +267.3% | +273.2% | -5.8% | +153.8% |
| All | +321.5% | +1,021.0% | -699.5% | +179.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling