-8.3%
CAG vs BURL
-9.1%
+0.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.4% |
| 7D | -1.8% | -0.8% | -0.9% | -1.7% |
| 30D | +9.7% | -4.4% | +14.1% | +9.3% |
| 3M | +0.5% | -28.6% | +29.1% | -0.1% |
| 6M | +8.9% | -12.3% | +21.2% | +9.5% |
| YTD | -8.4% | -11.3% | +2.9% | -7.7% |
| 1Y | -8.3% | -10.4% | +2.1% | -7.7% |
| All | -8.3% | -9.1% | +0.8% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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