+14.0%
CARR vs BURL
-11.0%
+25.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.6% | +0.4% |
| 7D | +1.6% | -2.8% | +4.4% | +2.2% |
| 30D | -8.7% | -28.2% | +19.4% | -1.4% |
| 3M | -12.6% | -17.6% | +5.0% | -8.9% |
| 6M | -1.5% | -11.8% | +10.2% | +0.5% |
| YTD | +14.3% | -8.1% | +22.4% | +15.5% |
| 1Y | -4.6% | -12.0% | +7.4% | -3.3% |
| 3Y | +7.3% | +63.3% | -56.0% | -7.1% |
| All | +14.0% | -11.0% | +25.0% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling