+10.8%
BURL vs CAI
-11.3%
+22.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.6% |
| 7D | +0.4% | -8.0% | +8.4% | +0.8% |
| 30D | -4.3% | -18.9% | +14.5% | -3.4% |
| 3M | -28.8% | +7.6% | -36.4% | -29.2% |
| 6M | -12.8% | +43.0% | -55.8% | -15.0% |
| YTD | -12.8% | -11.2% | -1.6% | -13.1% |
| 1Y | -12.3% | -3.3% | -9.0% | -12.8% |
| All | +10.8% | -11.3% | +22.1% | +10.5% |
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 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