+217.6%
CB vs BURL
+215.5%
+2.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.4% |
| 7D | +0.5% | -2.8% | +3.3% | +0.9% |
| 30D | -3.1% | -28.2% | +25.1% | +2.5% |
| 3M | +9.0% | -17.6% | +26.5% | +12.2% |
| 6M | +2.9% | -11.8% | +14.6% | +4.1% |
| YTD | +10.1% | -8.1% | +18.3% | +10.4% |
| 1Y | +22.8% | -12.0% | +34.7% | +23.5% |
| 3Y | +73.8% | +63.3% | +10.5% | +48.6% |
| 5Y | +99.2% | -10.8% | +110.0% | +89.8% |
| All | +217.6% | +215.5% | +2.2% | +153.7% |
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