+61.2%
CVS vs BURL
+244.4%
-183.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +10.4% | +0.4% | +10.0% | +10.3% |
| 30D | +3.3% | -4.3% | +7.6% | +3.7% |
| 3M | -4.5% | -28.8% | +24.3% | -0.7% |
| 6M | -4.4% | -12.8% | +8.4% | -3.5% |
| YTD | +16.6% | -12.8% | +29.4% | +17.3% |
| 1Y | +15.3% | -12.3% | +27.6% | +15.6% |
| 3Y | +48.6% | +92.7% | -44.1% | +28.4% |
| 5Y | +12.9% | -6.5% | +19.4% | +6.9% |
| All | +61.2% | +244.4% | -183.2% | +29.2% |
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