+216.9%
BURL vs CASY
+505.6%
-288.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -28.2% | -11.3% | -16.8% | -24.9% |
| 3M | -17.6% | -0.6% | -16.9% | -18.6% |
| 6M | -11.8% | +10.7% | -22.5% | -17.0% |
| YTD | -8.1% | +37.1% | -45.3% | -20.9% |
| 1Y | -12.0% | +52.3% | -64.3% | -27.9% |
| 3Y | +63.3% | +215.2% | -151.9% | -6.3% |
| 5Y | -10.8% | +276.5% | -287.3% | -53.5% |
| All | +216.9% | +505.6% | -288.7% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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