+504.1%
CBOE vs BURL
+261.4%
+242.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.4% | -0.6% |
| 7D | +1.0% | +7.7% | -6.7% | +0.2% |
| 30D | +16.0% | -7.1% | +23.1% | +16.8% |
| 3M | +23.4% | -30.3% | +53.7% | +28.1% |
| 6M | +1.7% | -15.5% | +17.3% | +3.1% |
| YTD | +41.6% | -11.0% | +52.6% | +42.3% |
| 1Y | +38.5% | -8.4% | +46.9% | +38.4% |
| 3Y | +105.7% | +96.7% | +9.1% | +77.4% |
| 5Y | +185.4% | -14.1% | +199.5% | +177.6% |
| 10Y | +504.1% | +255.1% | +249.0% | +394.8% |
| All | +504.1% | +261.4% | +242.7% | +394.8% |
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