+2.5%
CVS vs BURL
-15.9%
+18.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.7% | +1.8% |
| 7D | -10.0% | +3.5% | -13.4% | -10.2% |
| 30D | -5.2% | -9.3% | +4.1% | -4.8% |
| 3M | -17.4% | -32.1% | +14.7% | -15.6% |
| 6M | +2.1% | -19.8% | +22.0% | +3.2% |
| YTD | +5.6% | -13.2% | +18.8% | +6.0% |
| 1Y | +6.7% | -7.8% | +14.6% | +6.5% |
| 3Y | +29.6% | +89.3% | -59.7% | +21.2% |
| 5Y | +2.5% | -15.8% | +18.3% | -3.1% |
| All | +2.5% | -15.9% | +18.4% | -3.1% |
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