+135.8%
CVE vs BURL
+258.4%
-122.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.9% |
| 7D | -14.1% | +3.5% | -17.5% | -15.1% |
| 30D | -11.6% | -9.3% | -2.3% | -9.6% |
| 3M | 0.0% | -32.1% | +32.1% | +10.4% |
| 6M | -8.4% | -19.8% | +11.4% | -4.7% |
| YTD | +65.9% | -13.2% | +79.1% | +67.1% |
| 1Y | +69.4% | -7.8% | +77.2% | +66.5% |
| 3Y | +55.9% | +89.3% | -33.4% | +15.9% |
| 5Y | +146.2% | -15.8% | +162.0% | +130.2% |
| All | +135.8% | +258.4% | -122.6% | +68.6% |
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