+203.3%
CVX vs BURL
+987.9%
-784.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.1% | -1.3% |
| 7D | -8.0% | +3.5% | -11.5% | -8.7% |
| 30D | +2.6% | -9.3% | +11.9% | +4.3% |
| 3M | +15.2% | -32.1% | +47.3% | +23.4% |
| 6M | +12.5% | -19.8% | +32.3% | +15.9% |
| YTD | +43.6% | -13.2% | +56.8% | +44.6% |
| 1Y | +45.0% | -7.8% | +52.8% | +43.5% |
| 3Y | +63.5% | +89.3% | -25.8% | +32.8% |
| 5Y | +126.8% | -15.8% | +142.6% | +114.1% |
| 10Y | +209.8% | +262.2% | -52.3% | +114.2% |
| All | +203.3% | +987.9% | -784.6% | +92.3% |
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 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