-43.8%
CPNG vs BURL
-7.8%
-36.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | +13.4% | +4.1% | +9.3% | +12.3% |
| 30D | +10.0% | -9.5% | +19.5% | +12.7% |
| 3M | -0.4% | -33.5% | +33.1% | +9.7% |
| 6M | -8.9% | -22.1% | +13.1% | -4.9% |
| YTD | -30.9% | -14.6% | -16.4% | -28.3% |
| 1Y | -43.8% | -8.4% | -35.5% | -41.8% |
| All | -43.8% | -7.8% | -36.0% | -41.8% |
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