+515.8%
CAH vs BURL
-9.5%
+525.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | +5.9% | -0.8% | +6.7% | +6.0% |
| 30D | +16.5% | -4.4% | +21.0% | +16.8% |
| 3M | +15.7% | -28.6% | +44.3% | +17.7% |
| 6M | +52.7% | -12.3% | +65.0% | +53.3% |
| YTD | +36.3% | -11.3% | +47.6% | +36.6% |
| 1Y | +36.7% | -10.4% | +47.2% | +36.9% |
| 3Y | +178.2% | +96.1% | +82.1% | +161.1% |
| 5Y | +515.8% | -5.0% | +520.8% | +501.0% |
| All | +515.8% | -9.5% | +525.3% | +501.0% |
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