-5.3%
BURL vs CRL
+85.3%
-90.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -7.3% | +15.0% | +7.8% |
| 7D | +10.4% | -12.8% | +23.2% | +10.8% |
| 30D | -4.9% | +5.0% | -9.9% | -5.5% |
| 3M | -29.8% | +39.4% | -69.1% | -31.6% |
| 6M | -16.5% | +89.4% | -105.8% | -21.1% |
| YTD | -10.5% | +63.6% | -74.1% | -14.3% |
| 1Y | -5.3% | +83.5% | -88.8% | -7.6% |
| All | -5.3% | +85.3% | -90.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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