+902.7%
BURL vs CHD
+340.5%
+562.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | +3.5% | +5.0% | -1.6% | +2.3% |
| 30D | -9.3% | +15.3% | -24.6% | -12.4% |
| 3M | -32.1% | +7.7% | -39.9% | -33.3% |
| 6M | -19.8% | +19.8% | -39.6% | -23.3% |
| YTD | -13.2% | +34.0% | -47.2% | -19.5% |
| 1Y | -7.8% | +30.1% | -38.0% | -14.0% |
| 3Y | +89.3% | +33.0% | +56.4% | +72.9% |
| 5Y | -15.8% | +33.1% | -48.9% | -25.0% |
| 10Y | +262.2% | +189.4% | +72.8% | +121.5% |
| All | +902.7% | +340.5% | +562.2% | +436.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling