+274.8%
CG vs BURL
+232.1%
+42.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +2.3% |
| 7D | +0.2% | -1.6% | +1.8% | +0.8% |
| 30D | +11.2% | -7.7% | +18.9% | +14.5% |
| 3M | -22.1% | -31.7% | +9.6% | -11.2% |
| 6M | -17.9% | -15.2% | -2.8% | -14.3% |
| YTD | -31.3% | -15.9% | -15.4% | -28.3% |
| 1Y | -24.0% | -14.2% | -9.8% | -21.8% |
| 3Y | +45.0% | +93.5% | -48.5% | +8.7% |
| 5Y | -22.6% | -9.9% | -12.7% | -27.9% |
| All | +274.8% | +232.1% | +42.8% | +187.0% |
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