-5.3%
BURL vs CHD
+30.9%
-36.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.6% | +5.1% | +7.1% |
| 7D | +10.4% | +6.9% | +3.5% | +8.9% |
| 30D | -4.9% | +17.1% | -22.1% | -7.6% |
| 3M | -29.8% | +9.1% | -38.9% | -31.0% |
| 6M | -16.5% | +21.4% | -37.8% | -18.4% |
| YTD | -10.5% | +34.9% | -45.4% | -17.1% |
| 1Y | -5.3% | +31.0% | -36.4% | -12.4% |
| All | -5.3% | +30.9% | -36.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling