+421.5%
CAH vs BURL
+261.4%
+160.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.4% |
| 7D | +7.8% | +7.7% | +0.1% | +6.7% |
| 30D | +15.5% | -7.1% | +22.6% | +16.5% |
| 3M | +16.3% | -30.3% | +46.6% | +21.8% |
| 6M | +50.0% | -15.5% | +65.6% | +52.4% |
| YTD | +34.7% | -11.0% | +45.7% | +35.5% |
| 1Y | +35.9% | -8.4% | +44.4% | +35.8% |
| 3Y | +178.5% | +96.7% | +81.8% | +138.9% |
| 5Y | +515.7% | -14.1% | +529.7% | +497.7% |
| 10Y | +421.5% | +255.1% | +166.4% | +296.8% |
| All | +421.5% | +261.4% | +160.1% | +296.8% |
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