+178.4%
CAH vs BURL
+86.7%
+91.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +8.5% | +4.1% | +4.4% | +8.3% |
| 30D | +17.0% | -9.5% | +26.5% | +17.3% |
| 3M | +14.3% | -33.5% | +47.8% | +15.5% |
| 6M | +42.2% | -22.1% | +64.3% | +42.9% |
| YTD | +33.2% | -14.6% | +47.7% | +33.5% |
| 1Y | +38.2% | -8.4% | +46.6% | +38.2% |
| 3Y | +178.4% | +86.6% | +91.8% | +180.2% |
| All | +178.4% | +86.7% | +91.6% | +180.2% |
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 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