+933.1%
BURL vs CASY
+916.2%
+16.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.4% | +6.3% | +7.2% |
| 7D | +10.4% | +0.8% | +9.6% | +10.1% |
| 30D | -4.9% | +9.4% | -14.4% | -8.1% |
| 3M | -29.8% | -20.6% | -9.2% | -23.8% |
| 6M | -16.5% | -20.7% | +4.3% | -10.6% |
| YTD | -10.5% | +22.5% | -33.1% | -19.6% |
| 1Y | -5.3% | +29.5% | -34.8% | -17.1% |
| 3Y | +95.1% | +150.0% | -54.9% | +26.0% |
| 5Y | -12.1% | +248.6% | -260.6% | -51.6% |
| 10Y | +273.2% | +544.6% | -271.4% | +58.5% |
| All | +933.1% | +916.2% | +16.9% | +295.9% |
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 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