-15.9%
CG vs BURL
-14.7%
-1.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.0% |
| 7D | +2.0% | +5.9% | -3.9% | 0.0% |
| 30D | +8.5% | -8.3% | +16.8% | +11.8% |
| 3M | -12.1% | -31.6% | +19.5% | -0.3% |
| 6M | -16.4% | -16.6% | +0.2% | -12.4% |
| YTD | -28.0% | -12.1% | -15.9% | -26.1% |
| 1Y | -18.9% | -10.0% | -8.9% | -18.0% |
| 3Y | +51.2% | +94.3% | -43.0% | +16.1% |
| 5Y | -15.9% | -13.2% | -2.6% | -21.5% |
| All | -15.9% | -14.7% | -1.2% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling