-53.0%
CPNG vs BURL
-11.0%
-42.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.2% |
| 7D | -7.4% | -2.8% | -4.7% | -6.7% |
| 30D | -4.4% | -28.2% | +23.7% | +5.7% |
| 3M | -7.5% | -17.6% | +10.1% | -2.3% |
| 6M | -19.9% | -11.8% | -8.2% | -17.7% |
| YTD | -35.2% | -8.1% | -27.0% | -34.2% |
| 1Y | -46.8% | -12.0% | -34.8% | -45.8% |
| 3Y | -20.2% | +63.3% | -83.5% | -37.7% |
| All | -53.0% | -11.0% | -42.1% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling