-16.5%
BURL vs CAPR
-71.4%
+55.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +8.3% | -0.5% | +7.8% |
| 7D | +10.4% | +43.2% | -32.8% | +10.9% |
| 30D | -4.9% | +14.7% | -19.6% | -4.9% |
| 3M | -29.8% | +113.9% | -143.7% | -28.1% |
| 6M | -16.5% | -73.4% | +56.9% | -5.9% |
| All | -16.5% | -71.4% | +55.0% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling