+8.6%
CARR vs BURL
+86.7%
-78.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | -2.3% | +4.1% | -6.4% | -3.3% |
| 30D | -4.4% | -9.5% | +5.1% | -2.1% |
| 3M | -17.8% | -33.5% | +15.8% | -9.4% |
| 6M | -22.2% | -22.1% | -0.2% | -18.3% |
| YTD | +0.7% | -14.6% | +15.3% | +3.1% |
| 1Y | -5.9% | -8.4% | +2.4% | -6.0% |
| 3Y | +8.6% | +86.6% | -78.0% | +2.0% |
| All | +8.6% | +86.7% | -78.2% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling