+231.7%
CTVA vs BURL
+69.8%
+161.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.4% |
| 7D | +4.9% | -2.8% | +7.7% | +5.5% |
| 30D | +11.9% | -28.2% | +40.1% | +19.7% |
| 3M | +13.7% | -17.6% | +31.3% | +17.8% |
| 6M | +13.1% | -11.8% | +24.9% | +14.6% |
| YTD | +32.0% | -8.1% | +40.1% | +32.3% |
| 1Y | +22.1% | -12.0% | +34.0% | +22.7% |
| 3Y | +77.5% | +63.3% | +14.2% | +49.1% |
| 5Y | +106.3% | -10.8% | +117.1% | +98.1% |
| All | +231.7% | +69.8% | +161.8% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling