-6.6%
CTVA vs BURL
-11.9%
+5.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -1.7% | -22.6% | -24.2% |
| 7D | -23.7% | +0.4% | -24.1% | -23.6% |
| 30D | -31.2% | -4.3% | -26.9% | -31.2% |
| 3M | -18.7% | -28.8% | +10.0% | -18.8% |
| 6M | -25.5% | -12.8% | -12.7% | -25.4% |
| YTD | -8.0% | -12.8% | +4.8% | -8.4% |
| All | -6.6% | -11.9% | +5.3% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling