+109.0%
CTVA vs BURL
-11.0%
+120.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.2% |
| 7D | +4.9% | -2.8% | +7.7% | +5.3% |
| 30D | +11.9% | -28.2% | +40.1% | +16.4% |
| 3M | +13.7% | -17.6% | +31.3% | +16.1% |
| 6M | +13.1% | -11.8% | +24.9% | +14.0% |
| YTD | +32.0% | -8.1% | +40.1% | +32.1% |
| 1Y | +22.1% | -12.0% | +34.0% | +22.5% |
| 3Y | +77.5% | +63.3% | +14.2% | +62.0% |
| All | +109.0% | -11.0% | +120.0% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling