+18.8%
CI vs BURL
-5.1%
+23.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -1.1% |
| 7D | +1.0% | +3.5% | -2.4% | +0.9% |
| 30D | +9.9% | -9.3% | +19.2% | +9.9% |
| 3M | +12.1% | -32.1% | +44.2% | +13.3% |
| 6M | +10.6% | -19.8% | +30.4% | +11.9% |
| YTD | +11.4% | -13.2% | +24.6% | +12.3% |
| 1Y | +18.8% | -7.8% | +26.6% | +19.7% |
| All | +18.8% | -5.1% | +23.9% | +19.7% |
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 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