+52.0%
CCI vs BURL
+252.7%
-200.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.4% |
| 7D | -0.1% | +4.1% | -4.2% | -0.6% |
| 30D | +28.4% | -9.5% | +37.9% | +29.9% |
| 3M | +20.0% | -33.5% | +53.5% | +26.1% |
| 6M | +0.8% | -22.1% | +22.9% | +3.4% |
| YTD | +3.6% | -14.6% | +18.2% | +4.8% |
| 1Y | +6.1% | -8.4% | +14.5% | +6.0% |
| 3Y | +7.2% | +86.6% | -79.4% | -7.0% |
| 5Y | -37.0% | -17.2% | -19.8% | -39.4% |
| All | +52.0% | +252.7% | -200.6% | +20.9% |
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 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