+131.2%
CTVA vs BURL
+61.2%
+70.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -1.7% | -22.6% | -23.9% |
| 7D | -23.7% | +0.4% | -24.1% | -23.7% |
| 30D | -31.2% | -4.3% | -26.9% | -30.5% |
| 3M | -18.7% | -28.8% | +10.0% | -13.0% |
| 6M | -25.5% | -12.8% | -12.7% | -24.1% |
| YTD | -8.0% | -12.8% | +4.8% | -6.9% |
| 1Y | -7.0% | -12.3% | +5.3% | -6.4% |
| 3Y | +45.2% | +92.7% | -47.5% | +16.9% |
| 5Y | +32.3% | -6.5% | +38.8% | +24.1% |
| All | +131.2% | +61.2% | +70.0% | +55.6% |
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 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