+323.8%
CFG vs BURL
+215.5%
+108.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.1% |
| 7D | +1.5% | -2.8% | +4.3% | +2.6% |
| 30D | -3.8% | -28.2% | +24.3% | +8.8% |
| 3M | +11.5% | -17.6% | +29.1% | +19.2% |
| 6M | +19.2% | -11.8% | +31.0% | +23.1% |
| YTD | +23.7% | -8.1% | +31.8% | +25.5% |
| 1Y | +38.8% | -12.0% | +50.8% | +41.4% |
| 3Y | +178.9% | +63.3% | +115.6% | +109.4% |
| 5Y | +101.8% | -10.8% | +112.6% | +85.2% |
| All | +323.8% | +215.5% | +108.3% | +164.4% |
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