+246.2%
BURL vs CRL
+351.4%
-105.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.1% | -1.6% |
| 7D | +3.5% | -16.8% | +20.2% | +9.5% |
| 30D | -9.3% | +2.6% | -11.9% | -11.0% |
| 3M | -32.1% | +20.1% | -52.2% | -37.2% |
| 6M | -19.8% | +68.8% | -88.7% | -35.3% |
| YTD | -13.2% | +56.9% | -70.1% | -29.0% |
| 1Y | -7.8% | +86.7% | -94.5% | -29.7% |
| 3Y | +89.3% | +72.1% | +17.2% | +37.1% |
| 5Y | -15.8% | -16.6% | +0.8% | -18.4% |
| All | +246.2% | +351.4% | -105.2% | +53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling