-15.8%
BURL vs CAPR
+126.3%
-142.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.6% | -2.9% |
| 7D | +3.5% | +29.7% | -26.2% | +3.1% |
| 30D | -9.3% | +11.0% | -20.3% | -9.4% |
| 3M | -32.1% | +118.8% | -150.9% | -33.0% |
| 6M | -19.8% | -73.9% | +54.1% | -19.1% |
| YTD | -13.2% | -70.2% | +57.0% | -12.7% |
| 1Y | -7.8% | +38.3% | -46.1% | -12.8% |
| 3Y | +89.3% | +199.7% | -110.3% | +57.0% |
| 5Y | -15.8% | +130.6% | -146.4% | -36.0% |
| All | -15.8% | +126.3% | -142.1% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling