+113.5%
CCI vs BURL
+987.9%
-874.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.0% |
| 7D | +2.4% | +3.5% | -1.1% | +2.0% |
| 30D | +33.2% | -9.3% | +42.5% | +34.7% |
| 3M | +25.0% | -32.1% | +57.1% | +30.7% |
| 6M | +4.8% | -19.8% | +24.6% | +7.0% |
| YTD | +6.4% | -13.2% | +19.5% | +7.3% |
| 1Y | +6.5% | -7.8% | +14.3% | +6.3% |
| 3Y | +8.6% | +89.3% | -80.7% | -4.9% |
| 5Y | -35.3% | -15.8% | -19.5% | -38.0% |
| 10Y | +58.2% | +262.2% | -203.9% | +22.9% |
| All | +113.5% | +987.9% | -874.5% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling