-21.1%
CG vs BURL
-5.1%
-16.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.6% | -5.8% |
| 7D | -1.5% | +3.5% | -5.0% | -2.3% |
| 30D | +2.8% | -9.3% | +12.1% | +4.9% |
| 3M | -19.2% | -32.1% | +12.9% | -12.5% |
| 6M | -21.0% | -19.8% | -1.1% | -18.0% |
| YTD | -31.0% | -13.2% | -17.8% | -29.1% |
| 1Y | -21.1% | -7.8% | -13.2% | -19.7% |
| All | -21.1% | -5.1% | -16.0% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling