+18.0%
CI vs BURL
-4.6%
+22.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.7% | -4.3% | +3.0% |
| 7D | +3.5% | +10.4% | -6.9% | +3.1% |
| 30D | +12.6% | -4.9% | +17.5% | +12.4% |
| 3M | +12.1% | -29.8% | +41.8% | +13.1% |
| 6M | +10.6% | -16.5% | +27.0% | +11.6% |
| YTD | +12.8% | -10.5% | +23.4% | +13.6% |
| 1Y | +18.0% | -5.3% | +23.3% | +18.8% |
| All | +18.0% | -4.6% | +22.6% | +18.8% |
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