-41.6%
CCL vs BURL
+215.5%
-257.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -1.4% |
| 7D | -5.0% | -2.8% | -2.3% | -3.6% |
| 30D | -20.3% | -28.2% | +7.8% | -4.3% |
| 3M | -15.1% | -17.6% | +2.5% | -5.9% |
| 6M | -15.1% | -11.8% | -3.3% | -9.7% |
| YTD | -21.8% | -8.1% | -13.6% | -19.0% |
| 1Y | -24.8% | -12.0% | -12.8% | -21.7% |
| 3Y | +51.9% | +63.3% | -11.4% | +2.3% |
| 5Y | +4.0% | -10.8% | +14.9% | -4.2% |
| All | -41.6% | +215.5% | -257.0% | -64.4% |
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 · 6 months rolling