+386.1%
CARR vs BURL
+117.8%
+268.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | +0.8% |
| 7D | -3.3% | +7.7% | -11.0% | -5.1% |
| 30D | -3.6% | -7.1% | +3.5% | -2.0% |
| 3M | -16.3% | -30.3% | +14.0% | -9.1% |
| 6M | -19.6% | -15.5% | -4.0% | -17.2% |
| YTD | +2.5% | -11.0% | +13.5% | +4.1% |
| 1Y | -5.8% | -8.4% | +2.6% | -5.6% |
| 3Y | +10.2% | +96.7% | -86.5% | -9.7% |
| 5Y | +4.7% | -14.1% | +18.7% | -0.4% |
| All | +386.1% | +117.8% | +268.3% | +266.2% |
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