+51.1%
CF vs BURL
+95.5%
-44.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.7% | -12.1% | -4.2% |
| 7D | -6.9% | +10.4% | -17.3% | -6.7% |
| 30D | -3.7% | -4.9% | +1.2% | -3.7% |
| 3M | -5.0% | -29.8% | +24.8% | -4.7% |
| 6M | -10.5% | -16.5% | +6.0% | -10.3% |
| YTD | +46.5% | -10.5% | +57.1% | +45.4% |
| 1Y | +34.8% | -5.3% | +40.1% | +32.9% |
| All | +51.1% | +95.5% | -44.5% | +49.1% |
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 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