+215.5%
CAT vs BURL
-10.9%
+226.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.7% | -12.9% | -6.7% |
| 7D | -17.1% | +10.4% | -27.5% | -18.9% |
| 30D | -30.1% | -4.9% | -25.2% | -29.6% |
| 3M | -32.4% | -29.8% | -2.6% | -27.7% |
| 6M | -32.1% | -16.5% | -15.7% | -30.4% |
| YTD | +4.1% | -10.5% | +14.6% | +5.0% |
| 1Y | +8.9% | -5.3% | +14.2% | +8.1% |
| 3Y | +155.5% | +95.1% | +60.4% | +116.5% |
| 5Y | +215.5% | -12.1% | +227.6% | +182.3% |
| All | +215.5% | -10.9% | +226.5% | +182.3% |
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 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