+75.7%
CART vs BURL
+85.5%
-9.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +0.7% |
| 7D | +1.4% | +10.4% | -9.0% | +0.2% |
| 30D | +29.7% | -4.9% | +34.6% | +30.4% |
| 3M | +29.7% | -29.8% | +59.5% | +35.0% |
| 6M | +36.8% | -16.5% | +53.3% | +39.2% |
| YTD | +31.7% | -10.5% | +42.2% | +32.5% |
| 1Y | +62.4% | -5.3% | +67.7% | +61.5% |
| 3Y | +120.1% | +95.1% | +25.0% | +97.9% |
| All | +75.7% | +85.5% | -9.8% | +56.2% |
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