+204.9%
CVX vs BURL
+254.9%
-50.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | -0.8% | -4.4% | +3.6% | -0.1% |
| 3M | +9.4% | -28.6% | +38.0% | +16.5% |
| 6M | +17.5% | -12.3% | +29.8% | +18.9% |
| YTD | +43.8% | -11.3% | +55.1% | +44.1% |
| 1Y | +41.9% | -10.4% | +52.3% | +41.2% |
| 3Y | +69.1% | +96.1% | -26.9% | +32.8% |
| 5Y | +128.3% | -5.0% | +133.3% | +108.3% |
| 10Y | +204.9% | +251.8% | -46.9% | +111.2% |
| All | +204.9% | +254.9% | -50.0% | +111.2% |
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 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