+145.0%
CI vs BURL
+215.5%
-70.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.8% |
| 7D | +1.3% | -2.8% | +4.1% | +1.8% |
| 30D | +4.4% | -28.2% | +32.6% | +10.4% |
| 3M | +0.7% | -17.6% | +18.2% | +3.7% |
| 6M | +0.3% | -11.8% | +12.1% | +1.6% |
| YTD | +3.8% | -8.1% | +12.0% | +4.3% |
| 1Y | -5.5% | -12.0% | +6.5% | -4.8% |
| 3Y | +8.1% | +63.3% | -55.2% | -7.6% |
| 5Y | +42.8% | -10.8% | +53.6% | +36.7% |
| All | +145.0% | +215.5% | -70.4% | +78.4% |
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