+290.3%
CG vs BURL
+252.7%
+37.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | -1.2% | +4.1% | -5.3% | -2.6% |
| 30D | +5.0% | -9.5% | +14.5% | +8.8% |
| 3M | -18.2% | -33.5% | +15.3% | -5.9% |
| 6M | -20.7% | -22.1% | +1.4% | -14.6% |
| YTD | -31.4% | -14.6% | -16.8% | -28.8% |
| 1Y | -22.3% | -8.4% | -13.9% | -22.0% |
| 3Y | +50.2% | +86.6% | -36.4% | +14.0% |
| 5Y | -22.1% | -17.2% | -4.9% | -25.2% |
| All | +290.3% | +252.7% | +37.6% | +193.3% |
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