+240.7%
BURL vs CRL
+386.8%
-146.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.8% | -9.4% | -4.1% |
| 7D | +4.1% | -6.1% | +10.2% | +5.7% |
| 30D | -9.5% | +12.4% | -21.9% | -13.9% |
| 3M | -33.5% | +27.1% | -60.6% | -39.7% |
| 6M | -22.1% | +85.7% | -107.8% | -39.2% |
| YTD | -14.6% | +69.2% | -83.8% | -32.0% |
| 1Y | -8.4% | +97.5% | -105.9% | -31.4% |
| 3Y | +86.6% | +86.1% | +0.5% | +31.4% |
| 5Y | -17.2% | -10.0% | -7.1% | -21.8% |
| All | +240.7% | +386.8% | -146.1% | +46.9% |
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