+64.2%
BURL vs CASY
+215.7%
-151.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -26.6% |
| 3M | -17.6% | -0.6% | -16.9% | -18.0% |
| 6M | -11.8% | +10.7% | -22.5% | -14.6% |
| YTD | -8.1% | +37.1% | -45.3% | -14.9% |
| 1Y | -12.0% | +52.3% | -64.3% | -20.7% |
| All | +64.2% | +215.7% | -151.5% | +29.9% |
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 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