+99.7%
CDE vs BURL
-10.8%
+110.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.3% | -1.2% |
| 7D | -9.6% | -1.6% | -8.1% | -9.2% |
| 30D | -6.7% | -7.7% | +1.1% | -4.6% |
| 3M | -24.2% | -31.7% | +7.4% | -16.3% |
| 6M | -29.1% | -15.2% | -13.9% | -27.0% |
| YTD | -21.5% | -15.9% | -5.6% | -19.2% |
| 1Y | -7.4% | -14.2% | +6.8% | -5.9% |
| 3Y | +596.3% | +93.5% | +502.8% | +472.2% |
| All | +99.7% | -10.8% | +110.4% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling