+545.8%
CAH vs BURL
+1,051.1%
-505.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.9% |
| 7D | +5.4% | -2.8% | +8.2% | +5.7% |
| 30D | +3.3% | -28.2% | +31.5% | +7.8% |
| 3M | +22.8% | -17.6% | +40.4% | +25.6% |
| 6M | +11.3% | -11.8% | +23.0% | +12.3% |
| YTD | +21.1% | -8.1% | +29.3% | +21.6% |
| 1Y | +67.2% | -12.0% | +79.2% | +68.0% |
| 3Y | +195.6% | +63.3% | +132.3% | +163.8% |
| 5Y | +413.8% | -10.8% | +424.7% | +393.2% |
| 10Y | +309.6% | +215.9% | +93.7% | +211.7% |
| All | +545.8% | +1,051.1% | -505.3% | +356.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling