+529.7%
CF vs BURL
+269.3%
+260.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.7% | -12.1% | -5.8% |
| 7D | -6.9% | +10.4% | -17.3% | -8.8% |
| 30D | -3.7% | -4.9% | +1.2% | -3.0% |
| 3M | -5.0% | -29.8% | +24.8% | +1.2% |
| 6M | -10.5% | -16.5% | +6.0% | -8.7% |
| YTD | +46.5% | -10.5% | +57.1% | +45.9% |
| 1Y | +34.8% | -5.3% | +40.1% | +31.9% |
| 3Y | +46.7% | +95.1% | -48.4% | +15.0% |
| 5Y | +112.0% | -12.1% | +124.1% | +98.2% |
| 10Y | +529.7% | +273.2% | +256.5% | +435.1% |
| All | +529.7% | +269.3% | +260.4% | +435.1% |
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