+147.4%
CVE vs BURL
+269.3%
-121.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +7.7% | -15.3% | -9.8% |
| 7D | -12.1% | +10.4% | -22.5% | -14.7% |
| 30D | -9.8% | -4.9% | -4.8% | -8.9% |
| 3M | -0.7% | -29.8% | +29.0% | +8.5% |
| 6M | -4.3% | -16.5% | +12.1% | -1.6% |
| YTD | +70.6% | -10.5% | +81.1% | +70.4% |
| 1Y | +73.2% | -5.3% | +78.5% | +69.0% |
| 3Y | +60.3% | +95.1% | -34.7% | +18.2% |
| 5Y | +159.3% | -12.1% | +171.4% | +139.0% |
| 10Y | +147.4% | +273.2% | -125.7% | +75.6% |
| All | +147.4% | +269.3% | -121.9% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling