-10.7%
BURL vs CHD
+23.9%
-34.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | -2.8% | -2.7% | -0.1% | -2.4% |
| 30D | -28.2% | -4.6% | -23.5% | -27.7% |
| 3M | -17.6% | +5.0% | -22.6% | -18.1% |
| 6M | -11.8% | -3.2% | -8.6% | -11.5% |
| YTD | -8.1% | +18.6% | -26.8% | -10.7% |
| 1Y | -12.0% | +4.8% | -16.8% | -12.7% |
| 3Y | +63.3% | +6.1% | +57.2% | +59.1% |
| All | -10.7% | +23.9% | -34.6% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling