+333.8%
CI vs BURL
+1,021.0%
-687.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.7% | -4.3% | +2.0% |
| 7D | +3.5% | +10.4% | -6.9% | +1.7% |
| 30D | +12.6% | -4.9% | +17.5% | +13.5% |
| 3M | +12.1% | -29.8% | +41.8% | +18.8% |
| 6M | +10.6% | -16.5% | +27.0% | +13.0% |
| YTD | +12.8% | -10.5% | +23.4% | +13.6% |
| 1Y | +18.0% | -5.3% | +23.3% | +17.1% |
| 3Y | +4.2% | +95.1% | -90.9% | -14.2% |
| 5Y | +57.2% | -12.1% | +69.3% | +48.7% |
| 10Y | +179.3% | +273.2% | -93.8% | +85.1% |
| All | +333.8% | +1,021.0% | -687.1% | +135.8% |
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 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