+599.7%
CAH vs BURL
+987.9%
-388.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.2% | +2.6% |
| 7D | +6.7% | +3.5% | +3.2% | +6.1% |
| 30D | +14.7% | -9.3% | +24.0% | +16.1% |
| 3M | +12.0% | -32.1% | +44.1% | +17.5% |
| 6M | +36.2% | -19.8% | +56.1% | +39.4% |
| YTD | +31.3% | -13.2% | +44.4% | +32.5% |
| 1Y | +37.1% | -7.8% | +44.9% | +36.8% |
| 3Y | +178.3% | +89.3% | +89.0% | +142.2% |
| 5Y | +497.1% | -15.8% | +512.9% | +477.1% |
| 10Y | +439.8% | +262.2% | +177.6% | +303.8% |
| All | +599.7% | +987.9% | -388.2% | +397.0% |
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