-4.2%
CTVA vs BURL
-15.0%
+10.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +2.8% |
| 7D | -20.8% | -1.6% | -19.2% | -20.6% |
| 30D | -29.6% | -7.7% | -21.9% | -29.5% |
| 3M | -16.9% | -31.7% | +14.8% | -16.8% |
| 6M | -24.3% | -15.2% | -9.1% | -24.0% |
| YTD | -5.6% | -15.9% | +10.3% | -5.8% |
| 1Y | -4.2% | -14.2% | +10.0% | -4.6% |
| All | -4.2% | -15.0% | +10.9% | -4.6% |
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 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