-10.0%
BURL vs CASY
+31.3%
-41.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | +5.9% | +5.0% | +0.9% | +5.0% |
| 30D | -8.3% | +8.2% | -16.5% | -9.5% |
| 3M | -31.6% | -18.2% | -13.5% | -30.5% |
| 6M | -16.6% | -18.6% | +2.0% | -15.5% |
| YTD | -12.1% | +26.8% | -38.9% | -9.4% |
| 1Y | -10.0% | +31.6% | -41.6% | -5.9% |
| All | -10.0% | +31.3% | -41.3% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling