+333.9%
CFG vs BURL
+563.4%
-229.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.3% | -0.4% |
| 7D | +1.8% | +10.4% | -8.6% | -1.8% |
| 30D | +3.3% | -4.9% | +8.2% | +4.9% |
| 3M | -9.8% | -29.8% | +19.9% | +1.3% |
| 6M | +5.2% | -16.5% | +21.6% | +10.2% |
| YTD | +16.1% | -10.5% | +26.6% | +18.1% |
| 1Y | +33.7% | -5.3% | +39.0% | +32.0% |
| 3Y | +181.2% | +95.1% | +86.1% | +100.7% |
| 5Y | +69.1% | -12.1% | +81.2% | +55.3% |
| 10Y | +264.3% | +273.2% | -8.9% | +124.5% |
| All | +333.9% | +563.4% | -229.4% | +136.2% |
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