+292.8%
CG vs BURL
+258.4%
+34.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.6% | -5.5% |
| 7D | -1.5% | +3.5% | -5.0% | -2.7% |
| 30D | +2.8% | -9.3% | +12.1% | +6.4% |
| 3M | -19.2% | -32.1% | +12.9% | -7.8% |
| 6M | -21.0% | -19.8% | -1.1% | -15.8% |
| YTD | -31.0% | -13.2% | -17.8% | -28.8% |
| 1Y | -21.1% | -7.8% | -13.2% | -21.0% |
| 3Y | +48.8% | +89.3% | -40.5% | +12.4% |
| 5Y | -21.5% | -15.8% | -5.7% | -25.2% |
| All | +292.8% | +258.4% | +34.5% | +193.6% |
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 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