+5.7%
CVS vs BURL
-17.2%
+22.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.2% |
| 7D | -7.1% | +4.1% | -11.2% | -7.3% |
| 30D | -4.0% | -9.5% | +5.5% | -3.5% |
| 3M | -12.2% | -33.5% | +21.3% | -10.3% |
| 6M | -2.2% | -22.1% | +19.9% | -1.0% |
| YTD | +8.9% | -14.6% | +23.5% | +9.3% |
| 1Y | +9.9% | -8.4% | +18.2% | +9.6% |
| 3Y | +32.1% | +86.6% | -54.5% | +23.5% |
| All | +5.7% | -17.2% | +22.9% | -0.1% |
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