+251.8%
BURL vs CHD
+196.6%
+55.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -4.4% | +12.2% | -16.6% | -6.5% |
| 3M | -28.6% | +9.3% | -37.9% | -29.8% |
| 6M | -12.3% | +24.3% | -36.6% | -15.9% |
| YTD | -11.3% | +34.9% | -46.1% | -16.5% |
| 1Y | -10.4% | +32.7% | -43.1% | -15.4% |
| 3Y | +96.1% | +29.4% | +66.6% | +83.8% |
| 5Y | -5.0% | +31.7% | -36.7% | -13.2% |
| 10Y | +251.8% | +191.7% | +60.1% | +164.5% |
| All | +251.8% | +196.6% | +55.2% | +164.5% |
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