+41.0%
CVX vs BURL
-10.6%
+51.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.1% |
| 7D | -6.2% | +5.9% | -12.1% | -5.6% |
| 30D | -0.4% | -8.3% | +8.0% | -1.0% |
| 3M | +9.3% | -31.6% | +41.0% | +6.6% |
| 6M | +18.4% | -16.6% | +35.0% | +17.7% |
| YTD | +42.5% | -12.1% | +54.5% | +40.1% |
| 1Y | +41.0% | -10.0% | +51.0% | +38.2% |
| All | +41.0% | -10.6% | +51.6% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling