+71.5%
CART vs BURL
+80.0%
-8.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -2.1% |
| 7D | +1.2% | +3.5% | -2.3% | +0.8% |
| 30D | +27.1% | -9.3% | +36.4% | +28.5% |
| 3M | +27.4% | -32.1% | +59.5% | +33.1% |
| 6M | +32.1% | -19.8% | +51.9% | +35.1% |
| YTD | +28.5% | -13.2% | +41.7% | +29.7% |
| 1Y | +58.8% | -7.8% | +66.6% | +58.4% |
| 3Y | +114.8% | +89.3% | +25.4% | +93.8% |
| All | +71.5% | +80.0% | -8.5% | +53.0% |
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 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