-13.2%
BURL vs CLBK
+28.2%
-41.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +5.9% | +2.4% | +3.4% | +5.2% |
| 30D | -8.3% | +4.9% | -13.2% | -9.5% |
| 3M | -31.6% | +5.3% | -36.9% | -32.7% |
| 6M | -16.6% | +28.3% | -44.9% | -22.4% |
| YTD | -12.1% | +61.1% | -73.2% | -23.4% |
| 1Y | -10.0% | +62.4% | -72.4% | -21.9% |
| 3Y | +94.3% | +54.7% | +39.6% | +67.1% |
| 5Y | -13.2% | +27.4% | -40.6% | -26.3% |
| All | -13.2% | +28.2% | -41.4% | -26.3% |
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