+518.2%
CEG vs BURL
+10.7%
+507.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.6% |
| 7D | -4.7% | +4.1% | -8.8% | -5.7% |
| 30D | -16.6% | -9.5% | -7.1% | -15.0% |
| 3M | -4.1% | -33.5% | +29.4% | +4.1% |
| 6M | -22.3% | -22.1% | -0.2% | -18.9% |
| YTD | -28.9% | -14.6% | -14.4% | -27.4% |
| 1Y | -28.5% | -8.4% | -20.1% | -28.4% |
| 3Y | +104.3% | +86.6% | +17.7% | +81.3% |
| All | +518.2% | +10.7% | +507.6% | +461.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling