+11.7%
BURL vs CAI
-9.5%
+21.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.0% |
| 7D | +5.9% | -25.6% | +31.5% | +7.2% |
| 30D | -8.3% | -17.7% | +9.4% | -7.5% |
| 3M | -31.6% | +4.4% | -36.0% | -31.9% |
| 6M | -16.6% | +51.3% | -67.9% | -19.0% |
| YTD | -12.1% | -9.5% | -2.6% | -12.5% |
| 1Y | -10.0% | -1.5% | -8.5% | -10.7% |
| All | +11.7% | -9.5% | +21.2% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling