+6.8%
BURL vs CAI
-14.7%
+21.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.3% | -3.4% |
| 7D | -1.6% | -8.7% | +7.1% | -1.1% |
| 30D | -7.7% | -23.8% | +16.1% | -6.6% |
| 3M | -31.7% | +3.9% | -35.5% | -31.9% |
| 6M | -15.2% | +56.8% | -72.0% | -18.0% |
| YTD | -15.9% | -14.6% | -1.3% | -16.1% |
| 1Y | -14.2% | -5.2% | -9.0% | -14.7% |
| All | +6.8% | -14.7% | +21.5% | +6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling