+326.0%
CAT vs BURL
-11.0%
+336.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.2% |
| 7D | +1.7% | -2.8% | +4.5% | +2.3% |
| 30D | -6.6% | -28.2% | +21.6% | -0.1% |
| 3M | -13.3% | -17.6% | +4.3% | -10.2% |
| 6M | +11.6% | -11.8% | +23.4% | +13.5% |
| YTD | +42.9% | -8.1% | +51.1% | +44.0% |
| 1Y | +95.4% | -12.0% | +107.4% | +97.5% |
| 3Y | +196.6% | +63.3% | +133.3% | +159.9% |
| All | +326.0% | -11.0% | +336.9% | +291.9% |
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