+320.1%
CG vs BURL
+261.4%
+58.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.2% | +2.4% | +5.0% |
| 7D | +3.0% | +7.7% | -4.7% | +0.4% |
| 30D | +10.1% | -7.1% | +17.3% | +13.1% |
| 3M | -10.8% | -30.3% | +19.5% | +0.9% |
| 6M | -15.2% | -15.5% | +0.3% | -11.3% |
| YTD | -26.9% | -11.0% | -15.9% | -25.2% |
| 1Y | -17.0% | -8.4% | -8.6% | -16.6% |
| 3Y | +54.6% | +96.7% | -42.0% | +15.3% |
| 5Y | -16.7% | -14.1% | -2.7% | -21.1% |
| 10Y | +320.1% | +255.1% | +65.1% | +213.6% |
| All | +320.1% | +261.4% | +58.7% | +213.6% |
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