+960.9%
BURL vs CASY
+1,037.5%
-76.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.9% |
| 3M | -17.6% | -0.6% | -16.9% | -18.6% |
| 6M | -11.8% | +10.7% | -22.5% | -16.8% |
| YTD | -8.1% | +37.1% | -45.3% | -20.5% |
| 1Y | -12.0% | +52.3% | -64.3% | -27.5% |
| 3Y | +63.3% | +215.2% | -151.9% | -4.1% |
| 5Y | -10.8% | +276.5% | -287.3% | -52.1% |
| 10Y | +215.9% | +508.4% | -292.5% | +36.3% |
| All | +960.9% | +1,037.5% | -76.6% | +291.4% |
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