-68.9%
CBRS vs BURL
-10.4%
-58.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.2% | +3.6% | +8.2% |
| 7D | +0.4% | +7.7% | -7.3% | +1.5% |
| 30D | -41.1% | -7.1% | -33.9% | -41.4% |
| 3M | -57.4% | -30.3% | -27.1% | -62.0% |
| All | -68.9% | -10.4% | -58.5% | -71.4% |
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 · Available span rolling