+442.0%
CAH vs BURL
+252.7%
+189.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +8.5% | +4.1% | +4.4% | +7.9% |
| 30D | +17.0% | -9.5% | +26.5% | +18.5% |
| 3M | +14.6% | -33.5% | +48.1% | +20.7% |
| 6M | +42.5% | -22.1% | +64.6% | +46.5% |
| YTD | +33.5% | -14.6% | +48.0% | +35.0% |
| 1Y | +38.5% | -8.4% | +46.9% | +38.3% |
| 3Y | +179.0% | +86.6% | +92.4% | +141.3% |
| 5Y | +507.2% | -17.2% | +524.4% | +492.1% |
| All | +442.0% | +252.7% | +189.4% | +319.6% |
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 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