+159.3%
CVE vs BURL
-10.9%
+170.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +7.7% | -15.3% | -8.6% |
| 7D | -12.1% | +10.4% | -22.5% | -13.3% |
| 30D | -9.8% | -4.9% | -4.8% | -9.3% |
| 3M | -0.7% | -29.8% | +29.0% | +4.1% |
| 6M | -4.3% | -16.5% | +12.1% | -2.8% |
| YTD | +70.6% | -10.5% | +81.1% | +70.4% |
| 1Y | +73.2% | -5.3% | +78.5% | +70.8% |
| 3Y | +60.3% | +95.1% | -34.7% | +39.2% |
| 5Y | +159.3% | -12.1% | +171.4% | +163.3% |
| All | +159.3% | -10.9% | +170.2% | +163.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling