-12.0%
BURL vs CAI
-31.3%
+19.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | -2.8% | -2.2% | -0.6% | -2.7% |
| 30D | -28.2% | +52.4% | -80.6% | -30.0% |
| 3M | -17.6% | +45.1% | -62.7% | -19.6% |
| 6M | -11.8% | +26.2% | -38.0% | -13.5% |
| YTD | -8.1% | -7.1% | -1.1% | -8.7% |
| 1Y | -12.0% | -31.0% | +19.1% | -14.5% |
| All | -12.0% | -31.3% | +19.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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