+42.3%
CDE vs BURL
+217.6%
-175.3%
-86.5%
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% | -2.5% |
| 7D | +0.5% | -2.8% | +3.3% | +1.1% |
| 30D | +21.9% | -28.2% | +50.0% | +31.4% |
| 3M | +14.9% | -17.6% | +32.5% | +19.6% |
| 6M | -10.5% | -11.8% | +1.3% | -8.9% |
| YTD | +19.3% | -8.1% | +27.4% | +20.2% |
| 1Y | +50.8% | -12.0% | +62.8% | +52.6% |
| 3Y | +782.3% | +63.3% | +719.0% | +666.4% |
| 5Y | +191.7% | -10.8% | +202.5% | +172.4% |
| All | +42.3% | +217.6% | -175.3% | +26.0% |
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