+268.8%
CF vs BURL
+1,021.0%
-752.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.7% | -12.1% | -5.7% |
| 7D | -6.9% | +10.4% | -17.3% | -8.6% |
| 30D | -3.7% | -4.9% | +1.2% | -3.1% |
| 3M | -5.0% | -29.8% | +24.8% | +0.7% |
| 6M | -10.5% | -16.5% | +6.0% | -8.8% |
| YTD | +46.5% | -10.5% | +57.1% | +46.0% |
| 1Y | +34.8% | -5.3% | +40.1% | +32.2% |
| 3Y | +46.7% | +95.1% | -48.4% | +18.4% |
| 5Y | +112.0% | -12.1% | +124.1% | +97.8% |
| 10Y | +529.7% | +273.2% | +256.5% | +355.7% |
| All | +268.8% | +1,021.0% | -752.2% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling