+240.7%
BURL vs CASY
+553.2%
-312.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +4.1% | +1.1% | +3.0% | +3.6% |
| 30D | -9.5% | +8.7% | -18.2% | -12.4% |
| 3M | -33.5% | -17.3% | -16.2% | -28.8% |
| 6M | -22.1% | -19.7% | -2.4% | -16.9% |
| YTD | -14.6% | +24.8% | -39.4% | -24.2% |
| 1Y | -8.4% | +31.9% | -40.3% | -20.9% |
| 3Y | +86.6% | +155.4% | -68.8% | +16.2% |
| 5Y | -17.2% | +250.6% | -267.7% | -56.4% |
| All | +240.7% | +553.2% | -312.5% | +37.3% |
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