-8.4%
BURL vs CRL
+101.2%
-109.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.8% | -9.4% | -1.7% |
| 7D | +4.1% | -6.1% | +10.2% | +4.2% |
| 30D | -9.5% | +12.4% | -21.9% | -10.2% |
| 3M | -33.5% | +27.1% | -60.6% | -34.7% |
| 6M | -22.1% | +85.7% | -107.8% | -25.8% |
| YTD | -14.6% | +69.2% | -83.8% | -18.0% |
| 1Y | -8.4% | +97.5% | -105.9% | -8.6% |
| All | -8.4% | +101.2% | -109.6% | -8.6% |
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