+233.7%
CG vs BURL
+1,021.0%
-787.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.7% | -3.2% | +2.0% |
| 7D | +9.4% | +10.4% | -1.0% | +6.0% |
| 30D | +8.7% | -4.9% | +13.7% | +10.5% |
| 3M | -15.0% | -29.8% | +14.8% | -5.2% |
| 6M | -13.2% | -16.5% | +3.3% | -9.3% |
| YTD | -26.2% | -10.5% | -15.6% | -24.7% |
| 1Y | -14.1% | -5.3% | -8.8% | -14.7% |
| 3Y | +59.2% | +95.1% | -35.9% | +23.1% |
| 5Y | -14.8% | -12.1% | -2.7% | -19.8% |
| 10Y | +325.9% | +273.2% | +52.8% | +188.1% |
| All | +233.7% | +1,021.0% | -787.2% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling