+413.1%
CAH vs BURL
-11.0%
+424.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.7% |
| 7D | +5.4% | -2.8% | +8.2% | +5.5% |
| 30D | +3.3% | -28.2% | +31.5% | +5.2% |
| 3M | +22.8% | -17.6% | +40.4% | +24.0% |
| 6M | +11.3% | -11.8% | +23.0% | +11.7% |
| YTD | +21.1% | -8.1% | +29.3% | +21.3% |
| 1Y | +67.2% | -12.0% | +79.2% | +67.7% |
| 3Y | +195.6% | +63.3% | +132.3% | +180.7% |
| All | +413.1% | -11.0% | +424.0% | +416.0% |
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