+674.0%
CAT vs BURL
+247.8%
+426.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.1% |
| 7D | -6.3% | +5.9% | -12.2% | -7.7% |
| 30D | -26.8% | -8.3% | -18.5% | -25.5% |
| 3M | -30.0% | -31.6% | +1.6% | -23.7% |
| 6M | -34.6% | -16.6% | -18.0% | -32.6% |
| YTD | +2.9% | -12.1% | +15.0% | +4.5% |
| 1Y | +3.3% | -10.0% | +13.3% | +3.7% |
| 3Y | +153.7% | +94.3% | +59.4% | +104.1% |
| 5Y | +207.3% | -13.2% | +220.5% | +190.3% |
| 10Y | +674.0% | +252.5% | +421.5% | +447.8% |
| All | +674.0% | +247.8% | +426.2% | +447.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling