-8.8%
BURL vs CAI
-2.4%
-6.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.2% |
| 7D | +7.7% | -20.3% | +28.0% | +8.7% |
| 30D | -7.1% | -13.9% | +6.8% | -6.5% |
| 3M | -30.3% | +12.4% | -42.7% | -30.7% |
| 6M | -15.5% | +58.3% | -73.9% | -18.0% |
| YTD | -11.0% | -5.2% | -5.7% | -12.8% |
| All | -8.8% | -2.4% | -6.5% | -9.1% |
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