+145.2%
CCL vs BURL
+89.8%
+55.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -4.3% |
| 7D | +2.6% | +3.5% | -0.9% | +1.3% |
| 30D | +11.3% | -9.3% | +20.6% | +15.7% |
| 3M | +0.3% | -32.1% | +32.4% | +16.9% |
| 6M | +16.1% | -19.8% | +35.9% | +25.8% |
| YTD | -1.6% | -13.2% | +11.6% | +3.8% |
| 1Y | +11.8% | -7.8% | +19.6% | +14.4% |
| All | +145.2% | +89.8% | +55.5% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling