+240.7%
BURL vs CAPR
-68.5%
+309.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.3% | -1.7% |
| 7D | +4.1% | +41.1% | -37.0% | +3.4% |
| 30D | -9.5% | +11.1% | -20.6% | -9.7% |
| 3M | -33.5% | +115.3% | -148.8% | -34.7% |
| 6M | -22.1% | -73.8% | +51.7% | -21.3% |
| YTD | -14.6% | -68.8% | +54.2% | -14.1% |
| 1Y | -8.4% | +43.3% | -51.7% | -14.2% |
| 3Y | +86.6% | +214.7% | -128.1% | +66.1% |
| 5Y | -17.2% | +141.3% | -158.4% | -26.8% |
| All | +240.7% | -68.5% | +309.2% | +188.8% |
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