+271.0%
CG vs BURL
+244.4%
+26.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.7% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +5.7% | -4.3% | +10.0% | +7.4% |
| 3M | -17.9% | -28.8% | +10.9% | -7.7% |
| 6M | -20.2% | -12.8% | -7.4% | -17.5% |
| YTD | -32.0% | -12.8% | -19.2% | -29.9% |
| 1Y | -27.0% | -12.3% | -14.8% | -25.5% |
| 3Y | +42.8% | +92.7% | -49.9% | +7.2% |
| 5Y | -23.4% | -6.5% | -16.9% | -29.6% |
| All | +271.0% | +244.4% | +26.6% | +180.5% |
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