+65.3%
CVS vs BURL
+63.9%
+1.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.6% |
| 7D | +4.0% | -2.8% | +6.7% | +4.1% |
| 30D | -2.4% | -28.2% | +25.8% | -1.2% |
| 3M | +2.7% | -17.6% | +20.2% | +3.4% |
| 6M | +21.9% | -11.8% | +33.7% | +22.2% |
| YTD | +24.7% | -8.1% | +32.9% | +24.7% |
| 1Y | +35.4% | -12.0% | +47.4% | +35.6% |
| All | +65.3% | +63.9% | +1.4% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling