-69.2%
CPNG vs BURL
-17.6%
-51.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +0.5% |
| 7D | -6.8% | -1.6% | -5.2% | -6.3% |
| 30D | +5.5% | -7.7% | +13.2% | +8.3% |
| 3M | -6.8% | -31.7% | +24.9% | +4.5% |
| 6M | -4.8% | -15.2% | +10.3% | -0.9% |
| YTD | -35.6% | -15.9% | -19.7% | -32.9% |
| 1Y | -46.8% | -14.2% | -32.6% | -45.3% |
| 3Y | -0.8% | +93.5% | -94.3% | -27.5% |
| 5Y | -42.9% | -9.9% | -33.0% | -48.7% |
| All | -69.2% | -17.6% | -51.6% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling