-46.9%
CPNG vs BURL
-4.6%
-42.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +7.7% | +4.2% | +9.7% |
| 7D | +20.8% | +10.4% | +10.4% | +17.6% |
| 30D | +20.1% | -4.9% | +25.0% | +21.2% |
| 3M | +1.6% | -29.8% | +31.4% | +10.3% |
| 6M | -15.8% | -16.5% | +0.6% | -13.8% |
| YTD | -27.7% | -10.5% | -17.2% | -26.1% |
| 1Y | -46.9% | -5.3% | -41.6% | -46.1% |
| All | -46.9% | -4.6% | -42.4% | -46.1% |
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