+116.8%
CART vs BURL
+95.5%
+21.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +0.8% |
| 7D | +1.4% | +10.4% | -9.0% | +0.4% |
| 30D | +29.7% | -4.9% | +34.6% | +30.3% |
| 3M | +29.7% | -29.8% | +59.5% | +34.2% |
| 6M | +36.8% | -16.5% | +53.3% | +38.9% |
| YTD | +31.7% | -10.5% | +42.2% | +32.4% |
| 1Y | +62.4% | -5.3% | +67.7% | +61.8% |
| All | +116.8% | +95.5% | +21.3% | +113.5% |
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