+408.1%
CAH vs BURL
+247.8%
+160.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | +9.4% | +5.9% | +3.6% | +8.5% |
| 30D | +16.5% | -8.3% | +24.8% | +17.8% |
| 3M | +17.0% | -31.6% | +48.6% | +22.8% |
| 6M | +51.4% | -16.6% | +68.0% | +54.1% |
| YTD | +36.0% | -12.1% | +48.0% | +37.0% |
| 1Y | +36.0% | -10.0% | +46.0% | +36.2% |
| 3Y | +177.5% | +94.3% | +83.2% | +138.4% |
| 5Y | +509.2% | -13.2% | +522.4% | +489.3% |
| 10Y | +408.1% | +252.5% | +155.6% | +286.2% |
| All | +408.1% | +247.8% | +160.3% | +286.2% |
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