+17.6%
CCI vs BURL
+215.5%
-197.8%
-55.8%
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% | -2.2% |
| 7D | -0.4% | -2.8% | +2.4% | -0.1% |
| 30D | +2.7% | -28.2% | +30.9% | +7.1% |
| 3M | -18.2% | -17.6% | -0.6% | -16.3% |
| 6M | -14.8% | -11.8% | -3.0% | -13.9% |
| YTD | -12.6% | -8.1% | -4.5% | -12.3% |
| 1Y | -16.7% | -12.0% | -4.8% | -16.3% |
| 3Y | -10.5% | +63.3% | -73.8% | -20.5% |
| 5Y | -51.4% | -10.8% | -40.6% | -53.7% |
| All | +17.6% | +215.5% | -197.8% | -4.9% |
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