+240.7%
CFG vs BURL
+258.4%
-17.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.0% |
| 7D | -2.2% | +3.5% | -5.6% | -3.5% |
| 30D | +0.4% | -9.3% | +9.7% | +3.9% |
| 3M | -12.6% | -32.1% | +19.5% | +0.4% |
| 6M | +0.6% | -19.8% | +20.4% | +7.4% |
| YTD | +12.4% | -13.2% | +25.6% | +15.8% |
| 1Y | +27.7% | -7.8% | +35.5% | +27.1% |
| 3Y | +172.4% | +89.3% | +83.1% | +90.1% |
| 5Y | +64.0% | -15.8% | +79.8% | +53.2% |
| All | +240.7% | +258.4% | -17.7% | +114.7% |
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