+199.4%
CTVA vs BURL
+57.9%
+141.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | +2.2% | +4.1% | -1.8% | +1.4% |
| 30D | -17.6% | -9.5% | -8.2% | -16.0% |
| 3M | +3.4% | -33.5% | +36.9% | +12.2% |
| 6M | -2.6% | -22.1% | +19.5% | +1.6% |
| YTD | +19.1% | -14.6% | +33.7% | +21.0% |
| 1Y | +26.8% | -8.4% | +35.1% | +26.1% |
| 3Y | +63.9% | +86.6% | -22.7% | +32.7% |
| 5Y | +75.7% | -17.2% | +92.9% | +71.4% |
| All | +199.4% | +57.9% | +141.4% | +102.2% |
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 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