+89.6%
BURL vs CASY
+154.8%
-65.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.4% |
| 7D | +3.5% | +1.8% | +1.6% | +3.1% |
| 30D | -9.3% | +11.2% | -20.5% | -11.4% |
| 3M | -32.1% | -19.1% | -13.0% | -29.4% |
| 6M | -19.8% | -19.9% | +0.1% | -16.8% |
| YTD | -13.2% | +25.2% | -38.4% | -18.7% |
| 1Y | -7.8% | +31.6% | -39.5% | -15.0% |
| All | +89.6% | +154.8% | -65.2% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling