+6.6%
CPNG vs BURL
+94.5%
-87.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.3% |
| 7D | +7.2% | +5.9% | +1.4% | +6.0% |
| 30D | +3.2% | -8.3% | +11.5% | +5.1% |
| 3M | +0.9% | -31.6% | +32.5% | +8.6% |
| 6M | -3.8% | -16.6% | +12.8% | -1.0% |
| YTD | -30.8% | -12.1% | -18.7% | -29.3% |
| 1Y | -43.5% | -10.0% | -33.6% | -42.8% |
| 3Y | +6.6% | +94.3% | -87.7% | +2.9% |
| All | +6.6% | +94.5% | -87.9% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling