+283.8%
CDW vs BURL
+215.5%
+68.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.7% |
| 7D | +3.2% | -2.8% | +6.0% | +3.9% |
| 30D | +9.3% | -28.2% | +37.4% | +18.8% |
| 3M | +9.8% | -17.6% | +27.4% | +14.6% |
| 6M | +23.3% | -11.8% | +35.1% | +25.5% |
| YTD | +13.7% | -8.1% | +21.8% | +14.2% |
| 1Y | -6.5% | -12.0% | +5.5% | -5.7% |
| 3Y | -25.2% | +63.3% | -88.5% | -38.8% |
| 5Y | -19.5% | -10.8% | -8.7% | -24.7% |
| All | +283.8% | +215.5% | +68.3% | +160.6% |
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 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