+73.0%
CF vs BURL
+63.9%
+9.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.9% | -3.3% |
| 7D | +6.0% | -2.8% | +8.8% | +6.1% |
| 30D | +14.8% | -28.2% | +43.0% | +15.5% |
| 3M | +14.1% | -17.6% | +31.6% | +14.4% |
| 6M | +28.5% | -11.8% | +40.3% | +28.0% |
| YTD | +74.9% | -8.1% | +83.1% | +73.4% |
| 1Y | +61.7% | -12.0% | +73.6% | +60.4% |
| All | +73.0% | +63.9% | +9.1% | +86.9% |
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