+179.6%
CAH vs BURL
+87.4%
+92.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.6% | +1.2% |
| 7D | +3.5% | -1.6% | +5.0% | +3.5% |
| 30D | +13.5% | -7.7% | +21.2% | +13.7% |
| 3M | +21.8% | -31.7% | +53.5% | +23.1% |
| 6M | +51.5% | -15.2% | +66.7% | +51.9% |
| YTD | +38.1% | -15.9% | +54.0% | +38.5% |
| 1Y | +37.7% | -14.2% | +51.9% | +38.0% |
| 3Y | +179.6% | +93.5% | +86.1% | +180.3% |
| All | +179.6% | +87.4% | +92.2% | +180.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling