+10.5%
CDW vs BURL
-5.1%
+15.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.9% | -3.2% | -5.7% |
| 7D | -4.1% | +3.5% | -7.6% | -4.5% |
| 30D | +16.7% | -9.3% | +26.0% | +17.1% |
| 3M | +13.6% | -32.1% | +45.7% | +16.5% |
| 6M | +17.0% | -19.8% | +36.8% | +16.8% |
| YTD | +18.1% | -13.2% | +31.3% | +16.9% |
| 1Y | +10.5% | -7.8% | +18.3% | +8.8% |
| All | +10.5% | -5.1% | +15.6% | +8.8% |
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