+141.3%
CVS vs BURL
+1,051.1%
-909.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | +4.0% | -2.8% | +6.7% | +4.3% |
| 30D | -2.4% | -28.2% | +25.8% | +1.8% |
| 3M | +2.7% | -17.6% | +20.2% | +5.1% |
| 6M | +21.9% | -11.8% | +33.7% | +23.0% |
| YTD | +24.7% | -8.1% | +32.9% | +25.1% |
| 1Y | +35.4% | -12.0% | +47.4% | +36.1% |
| 3Y | +65.2% | +63.3% | +1.9% | +47.6% |
| 5Y | +30.5% | -10.8% | +41.4% | +24.9% |
| 10Y | +40.4% | +215.9% | -175.5% | +6.7% |
| All | +141.3% | +1,051.1% | -909.8% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling