+141.7%
CAT vs BURL
+89.8%
+51.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.4% | -5.8% |
| 7D | -14.5% | +3.5% | -18.0% | -15.1% |
| 30D | -35.7% | -9.3% | -26.4% | -34.5% |
| 3M | -36.3% | -32.1% | -4.2% | -31.1% |
| 6M | -38.5% | -19.8% | -18.7% | -36.4% |
| YTD | -2.5% | -13.2% | +10.6% | -1.1% |
| 1Y | -1.9% | -7.8% | +5.9% | -2.3% |
| All | +141.7% | +89.8% | +51.9% | +124.3% |
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