+216.9%
BURL vs CHD
+123.7%
+93.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | -2.8% | -2.7% | -0.1% | -2.3% |
| 30D | -28.2% | -4.6% | -23.5% | -27.5% |
| 3M | -17.6% | +5.0% | -22.6% | -18.4% |
| 6M | -11.8% | -3.2% | -8.6% | -11.4% |
| YTD | -8.1% | +18.6% | -26.8% | -11.5% |
| 1Y | -12.0% | +4.8% | -16.8% | -13.2% |
| 3Y | +63.3% | +6.1% | +57.2% | +58.8% |
| 5Y | -10.8% | +24.0% | -34.8% | -18.0% |
| All | +216.9% | +123.7% | +93.1% | +136.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling