-33.4%
CAG vs BURL
+86.7%
-120.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | +5.8% | +4.1% | +1.7% | +5.7% |
| 30D | +16.4% | -9.5% | +25.8% | +16.3% |
| 3M | +3.8% | -33.5% | +37.3% | +3.9% |
| 6M | +10.8% | -22.1% | +32.9% | +11.1% |
| YTD | -5.8% | -14.6% | +8.7% | -5.7% |
| 1Y | -2.4% | -8.4% | +6.0% | -2.3% |
| 3Y | -33.4% | +86.6% | -120.0% | -35.6% |
| All | -33.4% | +86.7% | -120.2% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling