-1.1%
CDE vs BURL
-9.1%
+8.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | +3.1% | -0.8% | +3.9% | +3.2% |
| 30D | -10.3% | -4.4% | -5.9% | -10.0% |
| 3M | -19.1% | -28.6% | +9.5% | -15.9% |
| 6M | -24.0% | -12.3% | -11.7% | -24.9% |
| YTD | -15.6% | -11.3% | -4.3% | -14.9% |
| 1Y | -1.1% | -10.4% | +9.4% | -0.6% |
| All | -1.1% | -9.1% | +8.0% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling