-17.7%
CPNG vs BURL
+63.9%
-81.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.9% |
| 7D | -7.4% | -2.8% | -4.7% | -6.9% |
| 30D | -4.4% | -28.2% | +23.7% | +2.0% |
| 3M | -7.5% | -17.6% | +10.1% | -4.2% |
| 6M | -19.9% | -11.8% | -8.2% | -18.4% |
| YTD | -35.2% | -8.1% | -27.0% | -34.4% |
| 1Y | -46.8% | -12.0% | -34.8% | -46.0% |
| All | -17.7% | +63.9% | -81.6% | -30.3% |
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