-5.3%
BURL vs CLBK
+65.7%
-71.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.9% | +6.8% | +7.6% |
| 7D | +10.4% | +4.6% | +5.8% | +9.7% |
| 30D | -4.9% | -1.5% | -3.4% | -4.8% |
| 3M | -29.8% | +4.4% | -34.1% | -30.3% |
| 6M | -16.5% | +31.7% | -48.1% | -20.7% |
| YTD | -10.5% | +58.7% | -69.3% | -15.5% |
| 1Y | -5.3% | +64.9% | -70.2% | -11.2% |
| All | -5.3% | +65.7% | -71.1% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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