+187.4%
CEG vs BURL
+63.9%
+123.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +4.2% |
| 7D | +8.0% | -2.8% | +10.8% | +8.8% |
| 30D | +12.9% | -28.2% | +41.1% | +23.4% |
| 3M | +13.2% | -17.6% | +30.8% | +18.4% |
| 6M | -7.0% | -11.8% | +4.8% | -5.1% |
| YTD | -15.0% | -8.1% | -6.9% | -14.3% |
| 1Y | -2.7% | -12.0% | +9.2% | -1.4% |
| All | +187.4% | +63.9% | +123.5% | +149.2% |
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