+95.4%
CAT vs BURL
-9.5%
+105.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.3% |
| 7D | +1.7% | -2.8% | +4.5% | +2.2% |
| 30D | -6.6% | -28.2% | +21.6% | -1.2% |
| 3M | -13.3% | -17.6% | +4.3% | -11.3% |
| 6M | +11.6% | -11.8% | +23.4% | +12.7% |
| YTD | +42.9% | -8.1% | +51.1% | +43.3% |
| 1Y | +95.4% | -12.0% | +107.4% | +94.5% |
| All | +95.4% | -9.5% | +105.0% | +94.5% |
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 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