+436.5%
CARR vs BURL
+116.3%
+320.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.1% |
| 7D | +3.2% | -2.6% | +5.8% | +3.9% |
| 30D | -7.7% | -30.8% | +23.1% | +0.8% |
| 3M | -11.9% | -18.7% | +6.7% | -7.9% |
| 6M | +2.0% | -16.4% | +18.5% | +5.7% |
| YTD | +13.2% | -11.6% | +24.7% | +15.4% |
| 1Y | -8.5% | -12.0% | +3.5% | -7.3% |
| 3Y | +5.0% | +63.6% | -58.7% | -10.0% |
| 5Y | +12.0% | -12.6% | +24.6% | +6.3% |
| All | +436.5% | +116.3% | +320.2% | +306.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling