+320.2%
CVE vs BURL
-11.0%
+331.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.7% |
| 7D | +2.5% | -2.8% | +5.3% | +2.9% |
| 30D | +16.7% | -28.2% | +44.9% | +22.4% |
| 3M | +9.3% | -17.6% | +26.9% | +12.0% |
| 6M | +43.6% | -11.8% | +55.4% | +44.5% |
| YTD | +93.6% | -8.1% | +101.7% | +93.3% |
| 1Y | +98.8% | -12.0% | +110.7% | +99.1% |
| 3Y | +73.6% | +63.3% | +10.3% | +55.3% |
| All | +320.2% | -11.0% | +331.1% | +318.4% |
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