+394.0%
CARR vs BURL
+105.7%
+288.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.6% |
| 7D | +3.5% | -1.6% | +5.1% | +3.9% |
| 30D | +0.4% | -7.7% | +8.1% | +2.2% |
| 3M | -14.1% | -31.7% | +17.6% | -6.3% |
| 6M | -16.7% | -15.2% | -1.5% | -14.3% |
| YTD | +4.2% | -15.9% | +20.1% | +7.2% |
| 1Y | -0.2% | -14.2% | +14.0% | +1.6% |
| 3Y | +10.9% | +93.5% | -82.6% | -8.7% |
| 5Y | +3.9% | -9.9% | +13.8% | -2.2% |
| All | +394.0% | +105.7% | +288.3% | +277.3% |
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