-15.9%
BURL vs CLBK
+24.6%
-40.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | +4.1% | +0.6% | +3.4% | +3.9% |
| 30D | -9.5% | +2.9% | -12.3% | -10.2% |
| 3M | -33.5% | +3.0% | -36.5% | -34.2% |
| 6M | -22.1% | +27.3% | -49.4% | -27.4% |
| YTD | -14.6% | +58.0% | -72.6% | -25.2% |
| 1Y | -8.4% | +62.4% | -70.7% | -20.6% |
| 3Y | +86.6% | +46.9% | +39.6% | +62.5% |
| All | -15.9% | +24.6% | -40.5% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling