+8.9%
CAT vs BURL
-4.6%
+13.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.7% | -12.9% | -5.9% |
| 7D | -17.1% | +10.4% | -27.5% | -18.0% |
| 30D | -30.1% | -4.9% | -25.2% | -29.4% |
| 3M | -32.4% | -29.8% | -2.6% | -28.8% |
| 6M | -32.1% | -16.5% | -15.7% | -31.2% |
| YTD | +4.1% | -10.5% | +14.6% | +5.3% |
| 1Y | +8.9% | -5.3% | +14.2% | +10.0% |
| All | +8.9% | -4.6% | +13.5% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling