+64.4%
CDE vs BURL
+254.9%
-190.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +3.1% | -0.8% | +3.9% | +3.3% |
| 30D | -10.3% | -4.4% | -5.9% | -9.4% |
| 3M | -19.1% | -28.6% | +9.5% | -12.8% |
| 6M | -24.0% | -12.3% | -11.7% | -22.6% |
| YTD | -15.6% | -11.3% | -4.3% | -14.5% |
| 1Y | -1.1% | -10.4% | +9.4% | -0.5% |
| 3Y | +613.1% | +96.1% | +517.0% | +498.8% |
| 5Y | +109.3% | -5.0% | +114.3% | +93.5% |
| 10Y | +64.4% | +251.8% | -187.4% | +35.5% |
| All | +64.4% | +254.9% | -190.5% | +35.5% |
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