-16.5%
BURL vs CASY
-18.9%
+2.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.4% | +6.3% | +7.4% |
| 7D | +10.4% | +0.8% | +9.6% | +10.2% |
| 30D | -4.9% | +9.4% | -14.4% | -6.5% |
| 3M | -29.8% | -20.6% | -9.2% | -28.4% |
| 6M | -16.5% | -20.7% | +4.3% | -17.5% |
| All | -16.5% | -18.9% | +2.5% | -17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling