+321.5%
CSCO vs BURL
+261.4%
+60.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +4.3% |
| 7D | -2.9% | +7.7% | -10.6% | -4.2% |
| 30D | -16.7% | -7.1% | -9.5% | -15.6% |
| 3M | -18.4% | -30.3% | +11.9% | -13.1% |
| 6M | +2.9% | -15.5% | +18.5% | +5.3% |
| YTD | +30.4% | -11.0% | +41.4% | +31.9% |
| 1Y | +41.4% | -8.4% | +49.8% | +41.6% |
| 3Y | +104.7% | +96.7% | +8.0% | +71.9% |
| 5Y | +96.9% | -14.1% | +111.0% | +89.1% |
| 10Y | +321.5% | +255.1% | +66.4% | +218.5% |
| All | +321.5% | +261.4% | +60.1% | +218.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling