+216.9%
BURL vs CAPR
-75.6%
+292.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.6% |
| 7D | -2.8% | -2.0% | -0.8% | -2.8% |
| 30D | -28.2% | +139.2% | -167.3% | -29.5% |
| 3M | -17.6% | -66.4% | +48.8% | -17.0% |
| 6M | -11.8% | -63.1% | +51.4% | -11.4% |
| YTD | -8.1% | -67.4% | +59.3% | -7.6% |
| 1Y | -12.0% | +58.2% | -70.2% | -17.8% |
| 3Y | +63.3% | +42.2% | +21.1% | +48.2% |
| 5Y | -10.8% | +87.3% | -98.1% | -20.6% |
| All | +216.9% | -75.6% | +292.5% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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