+159.8%
CVE vs BURL
+206.3%
-46.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.3% | +3.6% |
| 7D | +0.2% | -2.6% | +2.7% | +0.8% |
| 30D | +17.5% | -30.8% | +48.3% | +29.9% |
| 3M | +16.2% | -18.7% | +34.9% | +22.1% |
| 6M | +47.8% | -16.4% | +64.2% | +52.2% |
| YTD | +98.5% | -11.6% | +110.1% | +100.4% |
| 1Y | +109.8% | -12.0% | +121.8% | +110.5% |
| 3Y | +75.5% | +63.6% | +11.8% | +37.8% |
| 5Y | +341.6% | -12.6% | +354.2% | +309.3% |
| 10Y | +159.8% | +206.5% | -46.7% | +74.3% |
| All | +159.8% | +206.3% | -46.5% | +74.3% |
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