+411.8%
CAH vs BURL
+254.9%
+156.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +5.9% | -0.8% | +6.7% | +6.0% |
| 30D | +16.5% | -4.4% | +21.0% | +17.2% |
| 3M | +15.7% | -28.6% | +44.3% | +20.8% |
| 6M | +52.7% | -12.3% | +65.0% | +54.3% |
| YTD | +36.3% | -11.3% | +47.6% | +37.2% |
| 1Y | +36.7% | -10.4% | +47.2% | +37.0% |
| 3Y | +178.2% | +96.1% | +82.1% | +138.7% |
| 5Y | +515.8% | -5.0% | +520.8% | +484.2% |
| 10Y | +411.8% | +251.8% | +160.0% | +288.5% |
| All | +411.8% | +254.9% | +156.9% | +288.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling