+504.7%
CAH vs BURL
-17.2%
+521.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +8.5% | +4.1% | +4.4% | +8.2% |
| 30D | +17.0% | -9.5% | +26.5% | +17.6% |
| 3M | +14.3% | -33.5% | +47.8% | +16.7% |
| 6M | +42.2% | -22.1% | +64.3% | +43.8% |
| YTD | +33.2% | -14.6% | +47.7% | +33.8% |
| 1Y | +38.2% | -8.4% | +46.6% | +38.2% |
| 3Y | +178.4% | +86.6% | +91.8% | +162.3% |
| All | +504.7% | -17.2% | +521.9% | +499.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling