+104.3%
CVS vs BURL
+987.9%
-883.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.7% | +2.1% |
| 7D | -10.0% | +3.5% | -13.4% | -10.5% |
| 30D | -5.2% | -9.3% | +4.1% | -4.2% |
| 3M | -17.4% | -32.1% | +14.7% | -13.5% |
| 6M | +2.1% | -19.8% | +22.0% | +4.3% |
| YTD | +5.6% | -13.2% | +18.8% | +6.3% |
| 1Y | +6.7% | -7.8% | +14.6% | +6.2% |
| 3Y | +29.6% | +89.3% | -59.7% | +12.9% |
| 5Y | +2.5% | -15.8% | +18.3% | -1.4% |
| 10Y | +34.8% | +262.2% | -227.3% | +0.2% |
| All | +104.3% | +987.9% | -883.6% | +39.6% |
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