+43.3%
CTVA vs BURL
+87.4%
-44.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +3.1% |
| 7D | -20.8% | -1.6% | -19.2% | -20.5% |
| 30D | -29.6% | -7.7% | -21.9% | -28.9% |
| 3M | -16.9% | -31.7% | +14.8% | -13.2% |
| 6M | -24.3% | -15.2% | -9.1% | -23.3% |
| YTD | -5.6% | -15.9% | +10.3% | -4.7% |
| 1Y | -4.2% | -14.2% | +10.0% | -3.8% |
| 3Y | +43.3% | +93.5% | -50.2% | +34.1% |
| All | +43.3% | +87.4% | -44.2% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling