+51.5%
CART vs BURL
+90.5%
-38.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.6% |
| 7D | +1.0% | -2.8% | +3.8% | +1.4% |
| 30D | +12.6% | -28.2% | +40.8% | +17.0% |
| 3M | +23.1% | -17.6% | +40.7% | +25.9% |
| 6M | +39.5% | -11.8% | +51.3% | +40.9% |
| YTD | +13.5% | -8.1% | +21.7% | +14.0% |
| 1Y | +14.9% | -12.0% | +26.8% | +15.5% |
| All | +51.5% | +90.5% | -38.9% | +34.5% |
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