+248.2%
CB vs BURL
+252.7%
-4.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | +0.2% | +4.1% | -3.8% | -0.5% |
| 30D | +9.1% | -9.5% | +18.5% | +10.8% |
| 3M | +3.4% | -33.5% | +36.9% | +10.6% |
| 6M | +14.1% | -22.1% | +36.2% | +18.1% |
| YTD | +18.0% | -14.6% | +32.6% | +19.6% |
| 1Y | +30.1% | -8.4% | +38.5% | +29.6% |
| 3Y | +71.8% | +86.6% | -14.8% | +42.2% |
| 5Y | +101.8% | -17.2% | +119.0% | +95.0% |
| All | +248.2% | +252.7% | -4.5% | +176.1% |
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