+563.4%
CF vs BURL
+258.4%
+305.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +6.7% |
| 7D | +0.4% | +3.5% | -3.1% | -0.4% |
| 30D | +2.2% | -9.3% | +11.5% | +3.8% |
| 3M | +2.1% | -32.1% | +34.2% | +9.4% |
| 6M | -6.5% | -19.8% | +13.3% | -3.9% |
| YTD | +55.6% | -13.2% | +68.7% | +55.7% |
| 1Y | +42.3% | -7.8% | +50.1% | +39.8% |
| 3Y | +55.7% | +89.3% | -33.6% | +22.7% |
| 5Y | +122.4% | -15.8% | +138.2% | +110.0% |
| All | +563.4% | +258.4% | +305.0% | +457.6% |
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