+197.2%
CVX vs BURL
+1,051.1%
-853.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.8% |
| 7D | +3.3% | -2.8% | +6.1% | +3.8% |
| 30D | +12.9% | -28.2% | +41.0% | +20.2% |
| 3M | +11.7% | -17.6% | +29.3% | +15.4% |
| 6M | +14.1% | -11.8% | +25.9% | +15.4% |
| YTD | +40.7% | -8.1% | +48.8% | +40.8% |
| 1Y | +37.5% | -12.0% | +49.5% | +38.0% |
| 3Y | +43.9% | +63.3% | -19.4% | +21.5% |
| 5Y | +161.5% | -10.8% | +172.3% | +144.8% |
| 10Y | +215.1% | +215.9% | -0.8% | +121.7% |
| All | +197.2% | +1,051.1% | -853.9% | +87.2% |
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 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