+150.3%
CI vs BURL
+247.8%
-97.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.8% |
| 7D | +2.6% | +5.9% | -3.3% | +1.6% |
| 30D | +7.3% | -8.3% | +15.6% | +8.8% |
| 3M | +9.5% | -31.6% | +41.1% | +16.4% |
| 6M | +6.4% | -16.6% | +23.0% | +8.7% |
| YTD | +12.0% | -12.1% | +24.1% | +13.1% |
| 1Y | +20.1% | -10.0% | +30.1% | +20.2% |
| 3Y | +9.6% | +94.3% | -84.7% | -10.1% |
| 5Y | +52.7% | -13.2% | +65.9% | +46.5% |
| 10Y | +150.3% | +252.5% | -102.2% | +78.6% |
| All | +150.3% | +247.8% | -97.6% | +78.6% |
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