-16.4%
CDW vs BURL
+95.5%
-111.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.7% | +5.0% | +11.2% |
| 7D | +3.7% | +10.4% | -6.7% | +1.9% |
| 30D | +26.0% | -4.9% | +30.9% | +27.0% |
| 3M | +10.1% | -29.8% | +39.9% | +17.1% |
| 6M | +26.1% | -16.5% | +42.5% | +28.6% |
| YTD | +25.9% | -10.5% | +36.4% | +26.1% |
| 1Y | +21.5% | -5.3% | +26.9% | +19.6% |
| All | -16.4% | +95.5% | -111.9% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling