-44.2%
CPNG vs BURL
-9.1%
-35.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -6.2% | -0.8% | -5.4% | -6.0% |
| 30D | +4.6% | -4.4% | +9.1% | +5.5% |
| 3M | -3.1% | -28.6% | +25.5% | +4.8% |
| 6M | -0.9% | -12.3% | +11.4% | +0.4% |
| YTD | -32.2% | -11.3% | -20.9% | -30.4% |
| 1Y | -44.2% | -10.4% | -33.8% | -42.8% |
| All | -44.2% | -9.1% | -35.1% | -42.8% |
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