-19.8%
BURL vs CRL
+79.2%
-99.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.1% | -3.4% |
| 7D | +3.5% | -16.8% | +20.2% | +1.5% |
| 30D | -9.3% | +2.6% | -11.9% | -9.4% |
| 3M | -32.1% | +20.1% | -52.2% | -31.2% |
| 6M | -19.8% | +68.8% | -88.7% | -14.5% |
| All | -19.8% | +79.2% | -99.0% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling