+902.7%
BURL vs CASY
+938.4%
-35.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.7% |
| 7D | +3.5% | +1.8% | +1.6% | +2.8% |
| 30D | -9.3% | +11.2% | -20.5% | -12.9% |
| 3M | -32.1% | -19.1% | -13.0% | -26.9% |
| 6M | -19.8% | -19.9% | +0.1% | -14.5% |
| YTD | -13.2% | +25.2% | -38.4% | -22.6% |
| 1Y | -7.8% | +31.6% | -39.5% | -19.8% |
| 3Y | +89.3% | +155.4% | -66.1% | +21.2% |
| 5Y | -15.8% | +251.5% | -267.3% | -53.8% |
| 10Y | +262.2% | +558.6% | -296.5% | +52.6% |
| All | +902.7% | +938.4% | -35.7% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling