-66.9%
CPNG vs BURL
-16.3%
-50.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | +13.4% | +4.1% | +9.3% | +12.1% |
| 30D | +10.0% | -9.5% | +19.5% | +13.6% |
| 3M | -0.4% | -33.5% | +33.1% | +12.6% |
| 6M | -8.9% | -22.1% | +13.1% | -2.6% |
| YTD | -30.9% | -14.6% | -16.4% | -28.4% |
| 1Y | -43.8% | -8.4% | -35.5% | -43.5% |
| 3Y | -2.5% | +86.6% | -89.0% | -27.6% |
| 5Y | -45.6% | -17.2% | -28.4% | -50.1% |
| All | -66.9% | -16.3% | -50.7% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling