+293.0%
CDW vs BURL
+252.7%
+40.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +2.1% | +4.1% | -2.0% | +1.2% |
| 30D | +14.7% | -9.5% | +24.2% | +17.9% |
| 3M | +11.1% | -33.5% | +44.6% | +23.1% |
| 6M | +45.6% | -22.1% | +67.7% | +53.5% |
| YTD | +17.1% | -14.6% | +31.7% | +19.8% |
| 1Y | +13.2% | -8.4% | +21.5% | +12.8% |
| 3Y | -22.2% | +86.6% | -108.7% | -38.7% |
| 5Y | -10.1% | -17.2% | +7.0% | -14.2% |
| All | +293.0% | +252.7% | +40.4% | +174.4% |
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