+52.0%
CVS vs BURL
+261.4%
-209.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +1.2% |
| 7D | -3.7% | +7.7% | -11.4% | -4.7% |
| 30D | -0.3% | -7.1% | +6.8% | +0.4% |
| 3M | -10.3% | -30.3% | +20.0% | -6.4% |
| 6M | -4.6% | -15.5% | +11.0% | -3.3% |
| YTD | +10.7% | -11.0% | +21.7% | +11.1% |
| 1Y | +11.2% | -8.4% | +19.7% | +10.9% |
| 3Y | +43.0% | +96.7% | -53.6% | +23.4% |
| 5Y | +8.6% | -14.1% | +22.7% | +4.9% |
| 10Y | +52.0% | +255.1% | -203.1% | +21.5% |
| All | +52.0% | +261.4% | -209.4% | +21.5% |
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