+162.6%
CVX vs BURL
-11.0%
+173.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.5% |
| 7D | +3.3% | -2.8% | +6.1% | +3.5% |
| 30D | +12.9% | -28.2% | +41.0% | +15.9% |
| 3M | +11.7% | -17.6% | +29.3% | +13.2% |
| 6M | +14.1% | -11.8% | +25.9% | +14.6% |
| YTD | +40.7% | -8.1% | +48.8% | +40.5% |
| 1Y | +37.5% | -12.0% | +49.5% | +37.5% |
| 3Y | +43.9% | +63.3% | -19.4% | +33.5% |
| All | +162.6% | -11.0% | +173.6% | +159.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling