+214.5%
CVX vs BURL
+232.1%
-17.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +2.4% |
| 7D | +3.4% | -1.6% | +5.0% | +3.7% |
| 30D | -1.0% | -7.7% | +6.8% | +0.4% |
| 3M | +12.2% | -31.7% | +43.8% | +20.5% |
| 6M | +20.3% | -15.2% | +35.5% | +22.5% |
| YTD | +48.3% | -15.9% | +64.2% | +50.2% |
| 1Y | +46.9% | -14.2% | +61.1% | +47.4% |
| 3Y | +73.1% | +93.5% | -20.4% | +35.9% |
| 5Y | +135.2% | -9.9% | +145.1% | +116.8% |
| All | +214.5% | +232.1% | -17.6% | +119.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling