+4.1%
CAG vs BURL
+1,051.1%
-1,047.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.1% |
| 7D | -3.8% | -2.8% | -1.0% | -3.6% |
| 30D | +3.1% | -28.2% | +31.3% | +5.1% |
| 3M | +23.5% | -17.6% | +41.1% | +24.8% |
| 6M | -14.8% | -11.8% | -3.1% | -14.4% |
| YTD | -5.4% | -8.1% | +2.7% | -5.3% |
| 1Y | -11.8% | -12.0% | +0.2% | -11.6% |
| 3Y | -36.7% | +63.3% | -100.0% | -40.0% |
| 5Y | -40.3% | -10.8% | -29.5% | -41.6% |
| 10Y | -37.0% | +215.9% | -252.9% | -48.2% |
| All | +4.1% | +1,051.1% | -1,047.0% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling